-31.0%
TOST vs CNP
+76.5%
-107.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | +3.0% | -3.0% | +6.0% | +4.2% |
| 30D | +10.3% | +6.8% | +3.4% | +6.6% |
| 3M | -3.3% | +3.6% | -6.9% | -5.3% |
| 6M | +37.8% | 0.0% | +37.8% | +36.3% |
| YTD | -2.8% | +9.4% | -12.2% | -9.4% |
| 1Y | -9.6% | +6.8% | -16.4% | -14.7% |
| 3Y | +144.6% | +64.2% | +80.5% | +71.9% |
| 5Y | -31.0% | +76.0% | -107.0% | -56.8% |
| All | -31.0% | +76.5% | -107.5% | -56.8% |
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