-9.6%
TOST vs CFG
+28.5%
-38.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +3.0% | +0.7% | +2.3% | +2.7% |
| 30D | +10.3% | +2.8% | +7.5% | +9.1% |
| 3M | -3.3% | -10.1% | +6.8% | 0.0% |
| 6M | +37.8% | +3.2% | +34.6% | +35.8% |
| YTD | -2.8% | +14.2% | -17.0% | -8.5% |
| 1Y | -9.6% | +27.4% | -37.0% | -21.7% |
| All | -9.6% | +28.5% | -38.1% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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