-45.7%
TOST vs CPB
-38.8%
-6.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.4% | +0.3% |
| 7D | -3.4% | -8.6% | +5.2% | -2.9% |
| 30D | -2.4% | -7.2% | +4.8% | -2.0% |
| 3M | +34.6% | +0.9% | +33.7% | +34.6% |
| 6M | +15.2% | -11.8% | +27.0% | +15.0% |
| YTD | -4.4% | -19.4% | +15.0% | -4.7% |
| 1Y | -17.4% | -30.4% | +13.0% | -18.0% |
| 3Y | +54.5% | -40.2% | +94.6% | +52.8% |
| All | -45.7% | -38.8% | -6.9% | -44.8% |
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