-46.7%
TOST vs CLBK
+44.4%
-91.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -0.9% | +1.1% | -2.0% | -1.3% |
| 30D | -3.5% | +7.8% | -11.2% | -6.1% |
| 3M | +38.1% | +23.9% | +14.3% | +28.0% |
| 6M | +9.9% | +42.3% | -32.4% | -3.2% |
| YTD | -6.3% | +65.4% | -71.6% | -21.9% |
| 1Y | -18.3% | +70.3% | -88.6% | -32.7% |
| 3Y | +59.7% | +54.5% | +5.3% | +33.7% |
| All | -46.7% | +44.4% | -91.1% | -58.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling