+15.3%
CVS vs TOST
-46.1%
+61.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | -10.0% | +11.6% | -21.6% | -10.2% |
| 30D | -5.2% | +16.2% | -21.5% | -5.6% |
| 3M | -17.4% | +1.0% | -18.4% | -17.4% |
| 6M | +2.1% | +23.2% | -21.1% | +1.5% |
| YTD | +5.6% | -1.0% | +6.6% | +5.7% |
| 1Y | +6.7% | -9.9% | +16.6% | +7.1% |
| 3Y | +29.6% | +101.0% | -71.4% | +25.0% |
| 5Y | +2.5% | -40.4% | +42.9% | -3.6% |
| All | +15.3% | -46.1% | +61.4% | +7.9% |
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