-0.8%
TOST vs CNI
+37.5%
-38.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +5.0% |
| 7D | +10.7% | +3.7% | +7.0% | +9.9% |
| 30D | +17.7% | +8.1% | +9.7% | +16.1% |
| 3M | +4.6% | +1.9% | +2.8% | +3.9% |
| 6M | +20.3% | +19.2% | +1.1% | +17.4% |
| YTD | -0.4% | +32.7% | -33.1% | -8.0% |
| 1Y | -0.8% | +37.0% | -37.8% | -11.9% |
| All | -0.8% | +37.5% | -38.3% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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