+732.7%
CLS vs TOST
+96.7%
+636.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | -22.2% | +9.4% | -31.6% | -24.4% |
| 30D | -44.4% | +13.5% | -57.9% | -46.7% |
| 3M | -34.3% | -0.1% | -34.1% | -35.0% |
| 6M | -50.1% | +22.5% | -72.5% | -54.3% |
| YTD | -30.1% | -2.4% | -27.7% | -31.7% |
| 1Y | -39.3% | -4.7% | -34.6% | -40.1% |
| 3Y | +732.7% | +103.2% | +629.5% | +553.9% |
| All | +732.7% | +96.7% | +636.1% | +553.9% |
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