-6.8%
CMG vs TOST
-18.7%
+12.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -1.5% | -0.9% | -0.6% | -1.2% |
| 30D | +12.7% | -3.5% | +16.2% | +13.6% |
| 3M | +26.3% | +38.1% | -11.9% | +15.1% |
| 6M | +4.5% | +9.9% | -5.4% | +1.0% |
| YTD | -0.1% | -6.3% | +6.1% | +1.0% |
| 1Y | -6.8% | -18.3% | +11.5% | -1.6% |
| All | -6.8% | -18.7% | +12.0% | -1.6% |
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