+151.1%
TOST vs CAH
+180.6%
-29.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.4% |
| 7D | 0.0% | +3.5% | -3.4% | -0.2% |
| 30D | +16.2% | +13.5% | +2.7% | +15.4% |
| 3M | -1.5% | +21.8% | -23.4% | -2.4% |
| 6M | +55.3% | +51.5% | +3.8% | +53.6% |
| YTD | -2.3% | +38.1% | -40.4% | -3.4% |
| 1Y | -5.5% | +37.7% | -43.2% | -6.6% |
| 3Y | +151.1% | +179.6% | -28.5% | +150.9% |
| All | +151.1% | +180.6% | -29.4% | +150.9% |
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