-21.8%
TOST vs CAI
-8.1%
-13.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | -3.5% | +9.1% | -12.6% | -5.2% |
| 3M | +38.1% | +53.8% | -15.6% | +25.6% |
| 6M | +9.9% | +33.5% | -23.6% | +3.1% |
| YTD | -6.3% | -8.0% | +1.8% | -8.9% |
| 1Y | -18.3% | -28.7% | +10.4% | -18.8% |
| All | -21.8% | -8.1% | -13.7% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling