-4.4%
CMG vs TOST
-38.4%
+34.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.4% |
| 7D | +8.0% | +9.4% | -1.5% | +5.8% |
| 30D | +11.9% | +13.5% | -1.6% | +8.5% |
| 3M | +2.1% | -0.1% | +2.3% | +1.9% |
| 6M | +5.2% | +22.5% | -17.3% | -0.8% |
| YTD | -6.9% | -2.4% | -4.6% | -8.0% |
| 1Y | +12.7% | -4.7% | +17.4% | +11.8% |
| 3Y | -16.8% | +103.2% | -120.0% | -34.3% |
| All | -4.4% | -38.4% | +34.1% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling