-40.6%
TOST vs CAH
+507.2%
-547.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.8% | -1.7% |
| 7D | +9.4% | +8.5% | +1.0% | +7.9% |
| 30D | +13.5% | +17.0% | -3.6% | +10.4% |
| 3M | -0.1% | +14.6% | -14.7% | -2.6% |
| 6M | +22.5% | +42.5% | -20.1% | +15.2% |
| YTD | -2.4% | +33.5% | -35.8% | -7.7% |
| 1Y | -4.7% | +38.5% | -43.2% | -10.7% |
| 3Y | +103.2% | +179.0% | -75.8% | +56.6% |
| All | -40.6% | +507.2% | -547.8% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling