-4.5%
CMG vs TOST
-48.0%
+43.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -2.8% | -3.4% | +0.6% | -2.1% |
| 30D | +7.1% | -2.4% | +9.6% | +7.6% |
| 3M | +31.2% | +34.6% | -3.5% | +22.2% |
| 6M | +0.7% | +15.2% | -14.5% | -3.5% |
| YTD | -0.1% | -4.4% | +4.3% | -0.6% |
| 1Y | -10.7% | -17.4% | +6.7% | -8.4% |
| 3Y | -4.7% | +54.5% | -59.1% | -18.9% |
| All | -4.5% | -48.0% | +43.5% | -19.1% |
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