-18.3%
TOST vs CAH
+62.3%
-80.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -2.1% |
| 7D | -0.9% | +0.5% | -1.4% | -0.8% |
| 30D | -3.5% | +1.7% | -5.2% | -3.3% |
| 3M | +38.1% | +17.9% | +20.3% | +41.0% |
| 6M | +9.9% | +10.9% | -1.0% | +11.0% |
| YTD | -6.3% | +17.9% | -24.1% | -4.1% |
| 1Y | -18.3% | +61.7% | -80.0% | -14.2% |
| All | -18.3% | +62.3% | -80.6% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling