-11.0%
CMG vs TOST
-46.9%
+35.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.6% |
| 3M | +2.1% | -0.1% | +2.3% | +1.9% |
| 6M | +5.2% | +22.5% | -17.3% | -0.6% |
| YTD | -6.9% | -2.4% | -4.6% | -8.0% |
| 1Y | +12.7% | -4.7% | +17.4% | +11.9% |
| 3Y | -16.8% | +103.2% | -120.0% | -33.7% |
| 5Y | -4.1% | -41.2% | +37.2% | -19.6% |
| All | -11.0% | -46.9% | +35.8% | -25.1% |
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