-0.8%
TOST vs CMI
+10.9%
-11.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.8% | +11.2% | +5.1% |
| 7D | +10.7% | -11.2% | +21.9% | +10.1% |
| 30D | +17.7% | -9.8% | +27.6% | +17.1% |
| 3M | +4.6% | -25.5% | +30.1% | +2.7% |
| 6M | +20.3% | -27.7% | +47.9% | +16.5% |
| YTD | -0.4% | -6.6% | +6.2% | -9.2% |
| 1Y | -0.8% | +11.7% | -12.4% | -13.8% |
| All | -0.8% | +10.9% | -11.7% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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