-45.4%
TOST vs CMI
+134.1%
-179.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -2.2% |
| 7D | -3.6% | -1.8% | -1.8% | -2.8% |
| 30D | +8.9% | -12.2% | +21.1% | +15.8% |
| 3M | -2.2% | -26.5% | +24.3% | +13.9% |
| 6M | +41.0% | -33.6% | +74.6% | +69.6% |
| YTD | -4.0% | -8.3% | +4.3% | -11.1% |
| 1Y | -9.6% | -1.3% | -8.3% | -21.2% |
| 3Y | +141.7% | +124.8% | +16.9% | +2.0% |
| 5Y | -29.5% | +119.9% | -149.3% | -72.8% |
| All | -45.4% | +134.1% | -179.6% | -79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling