-21.3%
TOST vs CAI
-11.3%
-10.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.4% |
| 7D | -4.7% | -8.0% | +3.3% | -3.4% |
| 30D | +8.5% | -18.9% | +27.4% | +11.0% |
| 3M | -1.6% | +7.6% | -9.2% | -5.1% |
| 6M | +44.1% | +43.0% | +1.2% | +29.8% |
| YTD | -5.6% | -11.2% | +5.6% | -9.5% |
| 1Y | -12.6% | -3.3% | -9.3% | -17.0% |
| All | -21.3% | -11.3% | -10.0% | -26.5% |
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 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