-40.6%
TOST vs CNP
+73.6%
-114.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.2% |
| 7D | +9.4% | -4.2% | +13.6% | +11.4% |
| 30D | +13.5% | +5.5% | +8.0% | +10.3% |
| 3M | -0.1% | +0.6% | -0.7% | -0.9% |
| 6M | +22.5% | -2.8% | +25.3% | +23.0% |
| YTD | -2.4% | +7.9% | -10.2% | -8.4% |
| 1Y | -4.7% | +6.7% | -11.4% | -10.1% |
| 3Y | +103.2% | +61.1% | +42.1% | +44.6% |
| All | -40.6% | +73.6% | -114.1% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling