+3,201.8%
CLS vs TOST
-48.0%
+3,249.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +4.6% | -3.4% | +8.0% | +5.4% |
| 30D | -13.9% | -2.4% | -11.5% | -13.6% |
| 3M | -26.6% | +34.6% | -61.2% | -32.3% |
| 6M | +15.4% | +15.2% | +0.2% | +9.7% |
| YTD | +5.7% | -4.4% | +10.1% | +4.3% |
| 1Y | +41.1% | -17.4% | +58.5% | +44.2% |
| 3Y | +1,228.6% | +54.5% | +1,174.1% | +1,047.9% |
| All | +3,201.8% | -48.0% | +3,249.8% | +2,973.7% |
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