-9.6%
TOST vs CCI
+1.4%
-11.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -3.6% | -3.4% | -0.2% | -3.1% |
| 30D | +8.9% | +9.9% | -1.1% | +7.3% |
| 3M | -2.2% | +22.7% | -24.9% | -5.6% |
| 6M | +41.0% | +0.8% | +40.2% | +41.2% |
| YTD | -4.0% | +4.1% | -8.1% | -5.8% |
| 1Y | -9.6% | -0.6% | -9.0% | -9.6% |
| All | -9.6% | +1.4% | -11.0% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling