+144.9%
CDE vs TOST
-47.1%
+192.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.7% | -6.3% | -6.9% |
| 7D | +14.0% | +3.0% | +11.1% | +13.2% |
| 30D | -10.7% | +10.3% | -21.0% | -13.2% |
| 3M | -15.8% | -3.3% | -12.5% | -15.4% |
| 6M | -17.5% | +37.8% | -55.3% | -25.4% |
| YTD | -14.1% | -2.8% | -11.4% | -15.5% |
| 1Y | +2.9% | -9.6% | +12.5% | +3.4% |
| 3Y | +625.5% | +144.6% | +480.8% | +435.8% |
| 5Y | +117.1% | -31.0% | +148.1% | +77.6% |
| All | +144.9% | -47.1% | +192.0% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling