-48.9%
TOST vs CNI
+15.4%
-64.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.1% |
| 7D | -5.9% | -1.1% | -4.8% | -5.0% |
| 30D | -8.4% | -3.5% | -4.9% | -5.8% |
| 3M | +31.4% | +2.2% | +29.2% | +28.4% |
| 6M | +10.5% | +15.1% | -4.6% | -3.1% |
| YTD | -10.1% | +24.7% | -34.7% | -27.5% |
| 1Y | -19.9% | +33.4% | -53.3% | -39.3% |
| 3Y | +53.3% | +19.5% | +33.8% | +22.9% |
| All | -48.9% | +15.4% | -64.3% | -58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling