-44.4%
TOST vs CRS
+909.4%
-953.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.7% | -9.4% | -3.1% |
| 7D | +4.0% | +4.9% | -0.9% | +2.0% |
| 30D | +11.1% | -20.8% | +31.9% | +18.7% |
| 3M | +0.8% | -46.4% | +47.3% | +24.6% |
| 6M | +38.8% | -28.6% | +67.4% | +50.6% |
| YTD | -2.1% | -2.8% | +0.7% | -9.6% |
| 1Y | -6.0% | -6.7% | +0.7% | -11.9% |
| 3Y | +149.8% | +368.0% | -218.2% | -2.8% |
| 5Y | -42.8% | +852.9% | -895.7% | -86.2% |
| All | -44.4% | +909.4% | -953.8% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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