+49.8%
TOST vs CRH
+68.8%
-19.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.6% |
| 7D | -5.9% | -4.8% | -1.1% | -3.4% |
| 30D | -8.4% | -13.1% | +4.7% | -1.4% |
| 3M | +31.4% | -12.0% | +43.4% | +39.6% |
| 6M | +10.5% | -16.9% | +27.4% | +19.3% |
| YTD | -10.1% | -29.0% | +18.9% | +6.2% |
| 1Y | -19.9% | -20.3% | +0.4% | -13.0% |
| All | +49.8% | +68.8% | -19.0% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling