+845.1%
CDE vs TOST
+62.0%
+783.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.5% | -3.4% | +3.9% | +1.7% |
| 30D | +21.9% | -2.4% | +24.3% | +22.5% |
| 3M | +14.9% | +34.6% | -19.7% | +3.4% |
| 6M | -10.5% | +15.2% | -25.7% | -16.3% |
| YTD | +19.3% | -4.4% | +23.7% | +18.7% |
| 1Y | +50.8% | -17.4% | +68.2% | +57.1% |
| All | +845.1% | +62.0% | +783.1% | +595.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling