+230.8%
CORZ vs TOST
+103.0%
+127.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.6% | -10.2% | -10.6% |
| 7D | -21.1% | +11.6% | -32.8% | -24.3% |
| 30D | -31.8% | +16.2% | -48.0% | -35.4% |
| 3M | -47.7% | +1.0% | -48.8% | -48.5% |
| 6M | -48.7% | +23.2% | -71.9% | -54.1% |
| YTD | -21.8% | -1.0% | -20.9% | -24.3% |
| 1Y | -47.8% | -9.9% | -37.9% | -47.1% |
| All | +230.8% | +103.0% | +127.8% | +122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling