-44.5%
TOST vs CPB
-33.8%
-10.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | +9.4% | +8.0% | +1.5% | +8.7% |
| 30D | +13.5% | +22.4% | -8.9% | +11.7% |
| 3M | -0.1% | +2.5% | -2.7% | -0.7% |
| 6M | +22.5% | +12.2% | +10.2% | +21.4% |
| YTD | -2.4% | -12.8% | +10.4% | -3.5% |
| 1Y | -4.7% | -19.2% | +14.5% | -6.0% |
| 3Y | +103.2% | -35.6% | +138.8% | +99.0% |
| 5Y | -41.2% | -31.4% | -9.8% | -39.1% |
| All | -44.5% | -33.8% | -10.7% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling