+36.2%
CVS vs TOST
-48.0%
+84.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +4.0% | -3.4% | +7.4% | +4.0% |
| 30D | -2.4% | -2.4% | 0.0% | -2.4% |
| 3M | +2.7% | +34.6% | -32.0% | +1.9% |
| 6M | +21.9% | +15.2% | +6.7% | +21.4% |
| YTD | +24.7% | -4.4% | +29.1% | +25.0% |
| 1Y | +35.4% | -17.4% | +52.9% | +36.2% |
| 3Y | +65.2% | +54.5% | +10.7% | +60.4% |
| All | +36.2% | -48.0% | +84.1% | +27.6% |
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