-45.4%
TOST vs CAG
-41.8%
-3.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.1% |
| 7D | -3.6% | -1.8% | -1.8% | -3.5% |
| 30D | +8.9% | +9.7% | -0.8% | +8.4% |
| 3M | -2.2% | +0.5% | -2.7% | -2.4% |
| 6M | +41.0% | +8.9% | +32.0% | +40.6% |
| YTD | -4.0% | -8.4% | +4.4% | -5.0% |
| 1Y | -9.6% | -8.3% | -1.3% | -10.5% |
| 3Y | +141.7% | -36.1% | +177.8% | +139.3% |
| 5Y | -29.5% | -40.1% | +10.7% | -34.1% |
| All | -45.4% | -41.8% | -3.7% | -49.2% |
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