-35.3%
CLS vs TOST
-6.7%
-28.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.3% | +7.6% | +7.9% |
| 7D | -10.6% | +4.0% | -14.6% | -10.4% |
| 30D | -38.4% | +11.1% | -49.5% | -38.2% |
| 3M | -29.9% | +0.8% | -30.7% | -29.7% |
| 6M | -40.6% | +38.8% | -79.4% | -41.1% |
| YTD | -24.6% | -2.1% | -22.5% | -26.8% |
| All | -35.3% | -6.7% | -28.6% | -35.4% |
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