-9.6%
TOST vs CNH
+27.3%
-36.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.6% | -0.6% |
| 7D | +3.0% | +4.5% | -1.6% | +2.8% |
| 30D | +10.3% | +7.6% | +2.6% | +10.1% |
| 3M | -3.3% | +17.0% | -20.3% | -3.2% |
| 6M | +37.8% | +12.9% | +24.9% | +38.6% |
| YTD | -2.8% | +34.3% | -37.0% | -13.4% |
| 1Y | -9.6% | +28.5% | -38.1% | -17.6% |
| All | -9.6% | +27.3% | -36.9% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling