-43.8%
TOST vs CPB
-32.9%
-10.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +11.6% | +11.6% | 0.0% | +10.6% |
| 30D | +16.2% | +23.3% | -7.1% | +14.3% |
| 3M | +1.0% | +1.6% | -0.6% | +0.5% |
| 6M | +23.2% | +13.9% | +9.3% | +22.0% |
| YTD | -1.0% | -11.7% | +10.7% | -2.3% |
| 1Y | -9.9% | -18.2% | +8.3% | -11.2% |
| 3Y | +101.0% | -35.2% | +136.2% | +96.5% |
| 5Y | -40.4% | -30.5% | -9.9% | -38.4% |
| All | -43.8% | -32.9% | -10.8% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling