-45.7%
TOST vs CMI
+183.4%
-229.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.4% |
| 7D | -3.4% | -0.7% | -2.7% | -3.1% |
| 30D | -2.4% | -13.4% | +11.0% | +5.2% |
| 3M | +34.6% | -17.0% | +51.6% | +45.6% |
| 6M | +15.2% | -1.6% | +16.8% | +8.1% |
| YTD | -4.4% | +11.0% | -15.4% | -19.3% |
| 1Y | -17.4% | +41.9% | -59.3% | -43.3% |
| 3Y | +54.5% | +151.8% | -97.3% | -36.4% |
| All | -45.7% | +183.4% | -229.1% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling