-44.5%
TOST vs CCI
-38.2%
-6.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +2.9% |
| 7D | 0.0% | +2.5% | -2.5% | -1.1% |
| 30D | +16.2% | +14.4% | +1.8% | +8.8% |
| 3M | -1.5% | +21.7% | -23.2% | -11.0% |
| 6M | +55.3% | +4.0% | +51.3% | +50.4% |
| YTD | -2.3% | +6.2% | -8.6% | -7.4% |
| 1Y | -5.5% | +5.4% | -10.9% | -10.2% |
| 3Y | +151.1% | +11.7% | +139.4% | +115.0% |
| 5Y | -27.9% | -35.6% | +7.7% | -6.0% |
| All | -44.5% | -38.2% | -6.4% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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