-44.8%
TOST vs CAG
-40.4%
-4.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.7% |
| 7D | +3.0% | +6.6% | -3.7% | +2.6% |
| 30D | +10.3% | +13.9% | -3.7% | +9.6% |
| 3M | -3.3% | +4.0% | -7.3% | -3.6% |
| 6M | +37.8% | +10.0% | +27.8% | +37.2% |
| YTD | -2.8% | -6.1% | +3.3% | -3.9% |
| 1Y | -9.6% | -4.3% | -5.3% | -10.7% |
| 3Y | +144.6% | -34.6% | +179.2% | +141.9% |
| 5Y | -31.0% | -39.4% | +8.5% | -35.2% |
| All | -44.8% | -40.4% | -4.4% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling