+124.2%
CEG vs TOST
+143.6%
-19.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | +1.7% | +3.0% | -1.3% | +0.8% |
| 30D | -10.2% | +10.3% | -20.4% | -12.8% |
| 3M | -0.8% | -3.3% | +2.4% | -0.6% |
| 6M | -11.5% | +37.8% | -49.3% | -20.7% |
| YTD | -23.9% | -2.8% | -21.1% | -25.1% |
| 1Y | -25.4% | -9.6% | -15.8% | -24.8% |
| 3Y | +124.2% | +144.6% | -20.5% | +76.5% |
| All | +124.2% | +143.6% | -19.4% | +76.5% |
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