+106.1%
TOST vs CFG
+171.1%
-65.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +1.2% |
| 7D | +11.6% | -2.2% | +13.8% | +13.0% |
| 30D | +16.2% | +0.4% | +15.8% | +16.0% |
| 3M | +1.0% | -12.6% | +13.6% | +8.8% |
| 6M | +23.2% | +0.6% | +22.6% | +21.9% |
| YTD | -1.0% | +12.4% | -13.4% | -9.1% |
| 1Y | -9.9% | +27.7% | -37.6% | -23.6% |
| All | +106.1% | +171.1% | -65.0% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling