+728.5%
CLS vs TOST
+99.4%
+629.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.6% | -12.4% | -12.8% |
| 7D | -27.3% | +11.6% | -38.9% | -29.8% |
| 30D | -47.0% | +16.2% | -63.3% | -49.6% |
| 3M | -43.3% | +1.0% | -44.3% | -44.1% |
| 6M | -50.8% | +23.2% | -74.0% | -55.0% |
| YTD | -30.4% | -1.0% | -29.4% | -32.3% |
| 1Y | -41.7% | -9.9% | -31.8% | -41.0% |
| All | +728.5% | +99.4% | +629.1% | +548.0% |
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 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