+2,084.8%
CLS vs TOST
-46.9%
+2,131.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | -22.2% | +9.4% | -31.6% | -24.1% |
| 30D | -44.4% | +13.5% | -57.9% | -46.3% |
| 3M | -34.3% | -0.1% | -34.1% | -34.9% |
| 6M | -50.1% | +22.5% | -72.5% | -53.4% |
| YTD | -30.1% | -2.4% | -27.7% | -31.8% |
| 1Y | -39.3% | -4.7% | -34.6% | -40.4% |
| 3Y | +732.7% | +103.2% | +629.5% | +575.9% |
| 5Y | +1,777.2% | -41.2% | +1,818.4% | +1,626.5% |
| All | +2,084.8% | -46.9% | +2,131.7% | +1,910.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling