-44.4%
TOST vs CRL
-19.7%
-24.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | -1.8% |
| 7D | +4.0% | +4.4% | -0.3% | +1.3% |
| 30D | +11.1% | +17.1% | -6.0% | +1.7% |
| 3M | +0.8% | +32.1% | -31.3% | -13.3% |
| 6M | +38.8% | +98.9% | -60.1% | -3.2% |
| YTD | -2.1% | +77.1% | -79.2% | -28.6% |
| 1Y | -6.0% | +110.3% | -116.3% | -37.3% |
| 3Y | +149.8% | +108.5% | +41.3% | +47.6% |
| 5Y | -42.8% | -7.9% | -34.9% | -44.1% |
| All | -44.4% | -19.7% | -24.7% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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