-45.7%
TOST vs CAH
+436.0%
-481.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -3.4% | +5.4% | -8.8% | -4.3% |
| 30D | -2.4% | +3.3% | -5.8% | -3.0% |
| 3M | +34.6% | +22.8% | +11.8% | +29.8% |
| 6M | +15.2% | +11.3% | +3.9% | +12.9% |
| YTD | -4.4% | +21.1% | -25.5% | -8.2% |
| 1Y | -17.4% | +67.2% | -84.7% | -27.1% |
| 3Y | +54.5% | +195.6% | -141.2% | +12.7% |
| All | -45.7% | +436.0% | -481.7% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling