+150.0%
TOST vs CCI
+10.3%
+139.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | +3.0% | +3.2% | -0.2% | +2.3% |
| 30D | +10.3% | +12.2% | -1.9% | +7.3% |
| 3M | -3.3% | +23.1% | -26.4% | -8.1% |
| 6M | +37.8% | +1.3% | +36.5% | +37.1% |
| YTD | -2.8% | +4.5% | -7.3% | -4.5% |
| 1Y | -9.6% | +2.3% | -11.9% | -10.7% |
| All | +150.0% | +10.3% | +139.7% | +128.4% |
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