-27.7%
TOST vs CNC
-5.8%
-21.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.0% | +3.3% |
| 7D | 0.0% | +2.2% | -2.2% | -0.2% |
| 30D | +16.2% | +1.6% | +14.6% | +15.9% |
| 3M | -1.5% | +7.9% | -9.5% | -2.4% |
| 6M | +55.3% | +21.2% | +34.1% | +52.0% |
| YTD | -2.3% | +73.2% | -75.5% | -8.3% |
| 1Y | -5.5% | +97.5% | -103.0% | -12.6% |
| 3Y | +151.1% | -1.2% | +152.3% | +148.6% |
| All | -27.7% | -5.8% | -21.9% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 5y: compounded portfolio wealth divided by compounded CNC 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…
5y analysis · Full analysis span regression · 6 months rolling