+492.8%
CEG vs TOST
+42.1%
+450.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -9.4% | +11.6% | -21.0% | -11.3% |
| 30D | -20.2% | +16.2% | -36.5% | -22.6% |
| 3M | -9.5% | +1.0% | -10.5% | -10.0% |
| 6M | -25.0% | +23.2% | -48.2% | -28.8% |
| YTD | -31.9% | -1.0% | -30.9% | -33.1% |
| 1Y | -33.7% | -9.9% | -23.8% | -33.6% |
| 3Y | +108.7% | +101.0% | +7.7% | +81.8% |
| All | +492.8% | +42.1% | +450.7% | +405.7% |
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