+639.5%
CEG vs TOST
+37.2%
+602.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +8.0% | -3.4% | +11.4% | +8.7% |
| 30D | +12.9% | -2.4% | +15.4% | +13.3% |
| 3M | +13.2% | +34.6% | -21.5% | +6.4% |
| 6M | -7.0% | +15.2% | -22.2% | -10.5% |
| YTD | -15.0% | -4.4% | -10.6% | -15.7% |
| 1Y | -2.7% | -17.4% | +14.7% | -1.1% |
| 3Y | +184.1% | +54.5% | +129.6% | +156.9% |
| All | +639.5% | +37.2% | +602.3% | +537.0% |
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