+46.7%
CDE vs TOST
-20.5%
+67.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.2% | +1.9% |
| 7D | -2.0% | -4.7% | +2.7% | -1.4% |
| 30D | +15.7% | -9.1% | +24.8% | +16.8% |
| 3M | +30.5% | +29.8% | +0.7% | +26.5% |
| 6M | -7.4% | +10.0% | -17.4% | -8.2% |
| YTD | +17.9% | -8.6% | +26.5% | +17.9% |
| 1Y | +46.7% | -20.7% | +67.4% | +41.6% |
| All | +46.7% | -20.5% | +67.2% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling