-48.6%
TOST vs CRH
+101.4%
-150.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | -0.1% |
| 7D | -5.4% | -6.1% | +0.7% | -1.2% |
| 30D | -5.7% | -9.3% | +3.6% | +0.8% |
| 3M | +30.1% | -15.2% | +45.3% | +44.8% |
| 6M | +11.9% | -14.2% | +26.1% | +20.9% |
| YTD | -9.5% | -28.3% | +18.7% | +11.0% |
| 1Y | -21.3% | -21.8% | +0.5% | -10.7% |
| 3Y | +50.7% | +71.6% | -21.0% | -18.1% |
| All | -48.6% | +101.4% | -150.1% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 10y: compounded portfolio wealth divided by compounded CRH 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…
10y analysis · Full analysis span regression · 6 months rolling