-17.4%
TOST vs CLBK
+73.3%
-90.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.4% | +1.2% | -4.6% | -3.8% |
| 30D | -2.4% | +9.1% | -11.6% | -5.7% |
| 3M | +34.6% | +27.7% | +6.9% | +22.2% |
| 6M | +15.2% | +40.8% | -25.6% | -0.2% |
| YTD | -4.4% | +66.4% | -70.8% | -23.4% |
| 1Y | -17.4% | +72.4% | -89.8% | -36.1% |
| All | -17.4% | +73.3% | -90.7% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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