-48.1%
TOST vs CNI
+16.0%
-64.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -1.9% |
| 7D | -4.7% | +0.9% | -5.5% | -5.3% |
| 30D | -9.1% | -2.1% | -7.0% | -7.6% |
| 3M | +29.8% | +1.8% | +28.0% | +27.3% |
| 6M | +10.0% | +14.8% | -4.8% | -3.3% |
| YTD | -8.6% | +25.4% | -34.0% | -26.6% |
| 1Y | -20.7% | +32.9% | -53.6% | -39.7% |
| 3Y | +55.7% | +20.2% | +35.5% | +24.3% |
| All | -48.1% | +16.0% | -64.1% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling