-0.8%
TOST vs CAI
+12.6%
-13.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.3% |
| 7D | +10.7% | -6.3% | +17.0% | +11.9% |
| 30D | +17.7% | +9.3% | +8.4% | +15.2% |
| 3M | +4.6% | +106.3% | -101.7% | -12.4% |
| 6M | +20.3% | +77.7% | -57.5% | +5.0% |
| YTD | -0.4% | +23.1% | -23.5% | -10.2% |
| 1Y | -0.8% | +6.5% | -7.3% | -8.5% |
| All | -0.8% | +12.6% | -13.3% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling