+106.1%
TOST vs CNP
+57.5%
+48.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | 0.0% |
| 7D | +11.6% | -5.3% | +16.9% | +13.0% |
| 30D | +16.2% | +3.7% | +12.6% | +14.9% |
| 3M | +1.0% | -1.1% | +2.1% | +1.0% |
| 6M | +23.2% | -7.1% | +30.3% | +25.1% |
| YTD | -1.0% | +6.0% | -7.0% | -5.3% |
| 1Y | -9.9% | +5.2% | -15.1% | -13.5% |
| All | +106.1% | +57.5% | +48.6% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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