+420.1%
CORZ vs TOST
+96.0%
+324.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +8.4% | -3.4% | +11.8% | +9.6% |
| 30D | -17.8% | -2.4% | -15.4% | -17.6% |
| 3M | -35.9% | +34.6% | -70.5% | -43.6% |
| 6M | +12.9% | +15.2% | -2.3% | +3.8% |
| YTD | +22.9% | -4.4% | +27.3% | +21.1% |
| 1Y | +31.4% | -17.4% | +48.8% | +37.4% |
| All | +420.1% | +96.0% | +324.0% | +255.1% |
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