+144.6%
TOST vs CMI
+122.7%
+21.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.1% |
| 7D | +3.0% | -9.3% | +12.2% | +6.0% |
| 30D | +10.3% | -13.2% | +23.5% | +15.2% |
| 3M | -3.3% | -28.2% | +24.9% | +7.7% |
| 6M | +37.8% | -32.7% | +70.5% | +54.1% |
| YTD | -2.8% | -10.1% | +7.3% | -10.3% |
| 1Y | -9.6% | -4.9% | -4.7% | -19.9% |
| 3Y | +144.6% | +120.4% | +24.3% | +4.2% |
| All | +144.6% | +122.7% | +21.9% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling