-43.8%
TOST vs CRL
-28.9%
-14.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +1.2% |
| 7D | +11.6% | -16.8% | +28.4% | +20.4% |
| 30D | +16.2% | +2.6% | +13.6% | +13.2% |
| 3M | +1.0% | +20.1% | -19.0% | -9.2% |
| 6M | +23.2% | +68.8% | -45.6% | -7.0% |
| YTD | -1.0% | +56.9% | -57.9% | -23.6% |
| 1Y | -9.9% | +86.7% | -96.5% | -36.4% |
| 3Y | +101.0% | +72.1% | +29.0% | +33.1% |
| 5Y | -40.4% | -16.6% | -23.8% | -38.5% |
| All | -43.8% | -28.9% | -14.9% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling