-31.9%
CEG vs TOST
+2.2%
-34.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.5% | -12.2% | -6.8% |
| 7D | -4.8% | +10.7% | -15.5% | -5.0% |
| 30D | -8.2% | +17.7% | -25.9% | -8.6% |
| 3M | -7.9% | +4.6% | -12.5% | -8.2% |
| 6M | -23.2% | +20.3% | -43.5% | -23.9% |
| YTD | -30.1% | -0.4% | -29.7% | -32.1% |
| 1Y | -31.9% | -0.8% | -31.1% | -33.8% |
| All | -31.9% | +2.2% | -34.1% | -33.8% |
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