+149.8%
TOST vs CNI
+21.9%
+127.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -1.0% |
| 7D | +4.0% | +0.3% | +3.7% | +3.9% |
| 30D | +11.1% | +8.0% | +3.1% | +7.0% |
| 3M | +0.8% | +1.0% | -0.2% | +0.3% |
| 6M | +38.8% | +15.2% | +23.6% | +29.0% |
| YTD | -2.1% | +30.9% | -33.0% | -17.2% |
| 1Y | -6.0% | +36.2% | -42.2% | -22.7% |
| 3Y | +149.8% | +22.6% | +127.2% | +104.4% |
| All | +149.8% | +21.9% | +127.9% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling