-28.6%
TOST vs CCI
-36.6%
+8.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.5% |
| 7D | +3.0% | +3.2% | -0.2% | +1.5% |
| 30D | +10.3% | +12.2% | -1.9% | +4.3% |
| 3M | -3.3% | +23.1% | -26.4% | -12.9% |
| 6M | +37.8% | +1.3% | +36.5% | +35.3% |
| YTD | -2.8% | +4.5% | -7.3% | -7.1% |
| 1Y | -9.6% | +2.3% | -11.9% | -12.7% |
| 3Y | +144.6% | +9.8% | +134.8% | +111.9% |
| All | -28.6% | -36.6% | +8.0% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling