+230.9%
CDE vs TOST
-49.0%
+279.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.2% |
| 7D | +2.3% | -0.9% | +3.2% | +2.6% |
| 30D | +18.8% | -3.5% | +22.3% | +19.7% |
| 3M | +23.5% | +38.1% | -14.6% | +12.2% |
| 6M | -8.6% | +9.9% | -18.5% | -12.4% |
| YTD | +16.0% | -6.3% | +22.3% | +15.7% |
| 1Y | +42.1% | -18.3% | +60.4% | +46.1% |
| 3Y | +835.9% | +59.7% | +776.2% | +666.5% |
| All | +230.9% | -49.0% | +279.9% | +178.6% |
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