-45.7%
TOST vs CAG
-39.9%
-5.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | -3.4% | -3.8% | +0.4% | -3.3% |
| 30D | -2.4% | +3.1% | -5.6% | -2.5% |
| 3M | +34.6% | +23.5% | +11.1% | +34.7% |
| 6M | +15.2% | -14.8% | +30.0% | +14.0% |
| YTD | -4.4% | -5.4% | +1.0% | -5.3% |
| 1Y | -17.4% | -11.8% | -5.6% | -18.2% |
| 3Y | +54.5% | -36.7% | +91.1% | +53.0% |
| All | -45.7% | -39.9% | -5.8% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling