-31.0%
TOST vs CRL
-9.4%
-21.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.2% |
| 7D | +3.0% | -1.7% | +4.7% | +3.1% |
| 30D | +10.3% | +14.6% | -4.3% | +1.7% |
| 3M | -3.3% | +24.8% | -28.1% | -14.9% |
| 6M | +37.8% | +94.7% | -56.9% | -3.8% |
| YTD | -2.8% | +73.4% | -76.1% | -29.0% |
| 1Y | -9.6% | +104.7% | -114.2% | -39.5% |
| 3Y | +144.6% | +101.1% | +43.6% | +44.5% |
| 5Y | -31.0% | -10.8% | -20.2% | -9.4% |
| All | -31.0% | -9.4% | -21.6% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling