+103.2%
TOST vs CCI
+6.3%
+97.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.8% |
| 7D | +9.4% | -0.1% | +9.5% | +9.4% |
| 30D | +13.5% | +28.4% | -14.9% | +6.8% |
| 3M | -0.1% | +20.0% | -20.1% | -4.6% |
| 6M | +22.5% | +0.8% | +21.7% | +22.0% |
| YTD | -2.4% | +3.6% | -6.0% | -4.0% |
| 1Y | -4.7% | +6.1% | -10.8% | -6.9% |
| 3Y | +103.2% | +7.2% | +96.0% | +70.8% |
| All | +103.2% | +6.3% | +97.0% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling