-45.4%
TOST vs CCI
-39.4%
-6.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -3.6% | -3.4% | -0.2% | -2.1% |
| 30D | +8.9% | +9.9% | -1.1% | +3.8% |
| 3M | -2.2% | +22.7% | -24.9% | -12.0% |
| 6M | +41.0% | +0.8% | +40.2% | +38.6% |
| YTD | -4.0% | +4.1% | -8.1% | -8.2% |
| 1Y | -9.6% | -0.6% | -9.0% | -11.3% |
| 3Y | +141.7% | +9.4% | +132.2% | +109.0% |
| 5Y | -29.5% | -36.8% | +7.4% | -7.2% |
| All | -45.4% | -39.4% | -6.1% | -25.5% |
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