+151.1%
TOST vs CCI
+12.1%
+139.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.2% |
| 7D | 0.0% | +2.5% | -2.5% | -0.5% |
| 30D | +16.2% | +14.4% | +1.8% | +12.6% |
| 3M | -1.5% | +21.7% | -23.2% | -6.1% |
| 6M | +55.3% | +4.0% | +51.3% | +53.5% |
| YTD | -2.3% | +6.2% | -8.6% | -4.4% |
| 1Y | -5.5% | +5.4% | -10.9% | -7.4% |
| 3Y | +151.1% | +11.7% | +139.4% | +128.6% |
| All | +151.1% | +12.1% | +139.0% | +128.6% |
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 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