-44.5%
TOST vs CNH
-7.2%
-37.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | 0.0% | +3.0% | -3.0% | -1.6% |
| 30D | +16.2% | -0.6% | +16.8% | +15.9% |
| 3M | -1.5% | +14.6% | -16.2% | -8.9% |
| 6M | +55.3% | +11.8% | +43.6% | +42.6% |
| YTD | -2.3% | +30.4% | -32.8% | -19.9% |
| 1Y | -5.5% | +19.1% | -24.6% | -18.6% |
| 3Y | +151.1% | +30.2% | +120.9% | +92.7% |
| 5Y | -27.9% | -17.8% | -10.1% | -30.6% |
| All | -44.5% | -7.2% | -37.3% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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