-45.7%
TOST vs CNH
+12.2%
-57.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -4.0% | -1.6% |
| 7D | -3.4% | +23.3% | -26.7% | -12.0% |
| 30D | -2.4% | +33.5% | -35.9% | -14.4% |
| 3M | +34.6% | +32.7% | +1.9% | +17.5% |
| 6M | +15.2% | +22.2% | -7.0% | +2.5% |
| YTD | -4.4% | +57.7% | -62.1% | -26.7% |
| 1Y | -17.4% | +28.0% | -45.4% | -29.1% |
| 3Y | +54.5% | +11.5% | +42.9% | +37.8% |
| All | -45.7% | +12.2% | -57.9% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling