-31.0%
TOST vs CPB
-33.2%
+2.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +3.0% | +2.9% | +0.1% | +2.7% |
| 30D | +10.3% | +17.6% | -7.3% | +8.7% |
| 3M | -3.3% | +2.0% | -5.3% | -3.7% |
| 6M | +37.8% | +11.6% | +26.2% | +36.7% |
| YTD | -2.8% | -13.8% | +11.0% | -3.7% |
| 1Y | -9.6% | -21.6% | +12.0% | -10.6% |
| 3Y | +144.6% | -35.8% | +180.5% | +140.5% |
| 5Y | -31.0% | -33.3% | +2.3% | -30.3% |
| All | -31.0% | -33.2% | +2.2% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling