-18.6%
TOST vs CMI
+43.6%
-62.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -1.9% |
| 7D | -0.9% | +1.9% | -2.8% | -0.8% |
| 30D | -3.5% | -12.5% | +9.1% | -4.1% |
| 3M | +38.1% | -16.2% | +54.3% | +36.4% |
| 6M | +9.9% | +4.9% | +5.0% | +3.9% |
| YTD | -6.3% | +11.1% | -17.4% | -12.7% |
| All | -18.6% | +43.6% | -62.3% | -28.1% |
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