+55.6%
TOST vs CAH
+194.6%
-139.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.1% |
| 7D | -3.4% | +5.4% | -8.8% | -3.7% |
| 30D | -2.4% | +3.3% | -5.8% | -2.6% |
| 3M | +34.6% | +22.8% | +11.8% | +33.5% |
| 6M | +15.2% | +11.3% | +3.9% | +14.7% |
| YTD | -4.4% | +21.1% | -25.5% | -5.3% |
| 1Y | -17.4% | +67.2% | -84.7% | -21.3% |
| All | +55.6% | +194.6% | -139.0% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling