-18.6%
TOST vs CAI
-6.6%
-12.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.9% |
| 7D | +9.4% | -26.5% | +35.9% | +14.2% |
| 30D | +13.5% | -6.9% | +20.4% | +13.5% |
| 3M | -0.1% | +26.1% | -26.3% | -6.5% |
| 6M | +22.5% | +31.9% | -9.4% | +13.2% |
| YTD | -2.4% | -6.5% | +4.1% | -7.2% |
| 1Y | -4.7% | +2.5% | -7.2% | -10.3% |
| All | -18.6% | -6.6% | -12.0% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling