-45.7%
TOST vs CNI
+16.9%
-62.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -3.4% | -2.1% | -1.3% | -1.9% |
| 30D | -2.4% | -3.3% | +0.8% | 0.0% |
| 3M | +34.6% | +3.8% | +30.8% | +30.0% |
| 6M | +15.2% | +12.7% | +2.5% | +2.8% |
| YTD | -4.4% | +26.3% | -30.7% | -23.7% |
| 1Y | -17.4% | +29.9% | -47.3% | -35.8% |
| 3Y | +54.5% | +15.9% | +38.5% | +28.5% |
| All | -45.7% | +16.9% | -62.5% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling