-44.8%
TOST vs CNI
+20.7%
-65.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +3.0% | +0.4% | +2.6% | +2.6% |
| 30D | +10.3% | +7.6% | +2.6% | +4.2% |
| 3M | -3.3% | +1.9% | -5.1% | -4.7% |
| 6M | +37.8% | +14.8% | +23.0% | +22.9% |
| YTD | -2.8% | +30.5% | -33.3% | -24.3% |
| 1Y | -9.6% | +36.5% | -46.0% | -32.5% |
| 3Y | +144.6% | +20.7% | +123.9% | +97.5% |
| 5Y | -31.0% | +7.0% | -38.0% | -38.3% |
| All | -44.8% | +20.7% | -65.5% | -56.6% |
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