-44.5%
TOST vs CNH
-9.9%
-34.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.1% | -2.5% |
| 7D | +9.4% | -1.7% | +11.1% | +10.1% |
| 30D | +13.5% | -7.2% | +20.7% | +16.6% |
| 3M | -0.1% | +6.5% | -6.7% | -4.6% |
| 6M | +22.5% | +7.9% | +14.6% | +14.5% |
| YTD | -2.4% | +26.6% | -29.0% | -18.6% |
| 1Y | -4.7% | +13.8% | -18.5% | -16.0% |
| 3Y | +103.2% | +9.2% | +94.0% | +72.7% |
| 5Y | -41.2% | -15.6% | -25.7% | -44.0% |
| All | -44.5% | -9.9% | -34.6% | -49.1% |
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