-44.5%
TOST vs CLBK
+37.9%
-82.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | +9.4% | +0.6% | +8.8% | +9.2% |
| 30D | +13.5% | +2.9% | +10.6% | +12.4% |
| 3M | -0.1% | +3.0% | -3.1% | -1.5% |
| 6M | +22.5% | +27.3% | -4.8% | +12.0% |
| YTD | -2.4% | +58.0% | -60.4% | -17.5% |
| 1Y | -4.7% | +62.4% | -67.1% | -20.3% |
| 3Y | +103.2% | +46.9% | +56.3% | +72.6% |
| 5Y | -41.2% | +25.3% | -66.5% | -51.3% |
| All | -44.5% | +37.9% | -82.5% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling