-44.5%
TOST vs CAG
-40.2%
-4.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.3% |
| 7D | +9.4% | +5.8% | +3.6% | +9.1% |
| 30D | +13.5% | +16.4% | -2.9% | +12.7% |
| 3M | -0.1% | +3.8% | -4.0% | -0.5% |
| 6M | +22.5% | +10.8% | +11.6% | +21.9% |
| YTD | -2.4% | -5.8% | +3.5% | -3.5% |
| 1Y | -4.7% | -2.4% | -2.3% | -5.9% |
| 3Y | +103.2% | -33.4% | +136.7% | +100.9% |
| 5Y | -41.2% | -39.4% | -1.8% | -44.8% |
| All | -44.5% | -40.2% | -4.4% | -48.5% |
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