-40.4%
TOST vs CNH
-17.9%
-22.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +1.0% |
| 7D | +11.6% | -0.4% | +12.0% | +11.7% |
| 30D | +16.2% | -15.2% | +31.5% | +23.7% |
| 3M | +1.0% | +4.3% | -3.2% | -2.5% |
| 6M | +23.2% | +10.1% | +13.1% | +13.9% |
| YTD | -1.0% | +23.2% | -24.2% | -16.3% |
| 1Y | -9.9% | +8.5% | -18.4% | -18.6% |
| 3Y | +101.0% | +4.1% | +97.0% | +75.6% |
| 5Y | -40.4% | -17.8% | -22.6% | -42.6% |
| All | -40.4% | -17.9% | -22.5% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling