+147.8%
CDE vs TOST
-46.9%
+194.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.1% |
| 7D | +18.1% | +9.4% | +8.7% | +15.2% |
| 30D | -6.2% | +13.5% | -19.7% | -9.6% |
| 3M | -1.2% | -0.1% | -1.0% | -1.6% |
| 6M | -17.4% | +22.5% | -39.9% | -23.2% |
| YTD | -13.1% | -2.4% | -10.8% | -14.6% |
| 1Y | +7.3% | -4.7% | +12.0% | +6.1% |
| 3Y | +522.0% | +103.2% | +418.8% | +379.3% |
| 5Y | +123.2% | -41.2% | +164.4% | +84.1% |
| All | +147.8% | -46.9% | +194.7% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling