+2,073.8%
CLS vs TOST
-46.1%
+2,119.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.6% | -12.4% | -12.9% |
| 7D | -27.3% | +11.6% | -38.9% | -29.4% |
| 30D | -47.0% | +16.2% | -63.3% | -49.2% |
| 3M | -43.3% | +1.0% | -44.3% | -44.0% |
| 6M | -50.8% | +23.2% | -74.0% | -54.1% |
| YTD | -30.4% | -1.0% | -29.4% | -32.3% |
| 1Y | -41.7% | -9.9% | -31.8% | -41.8% |
| 3Y | +701.4% | +101.0% | +600.4% | +551.8% |
| 5Y | +1,767.8% | -40.4% | +1,808.2% | +1,612.1% |
| All | +2,073.8% | -46.1% | +2,119.9% | +1,893.5% |
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