+12.9%
TOST vs CRH
-11.3%
+24.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +1.9% | -1.0% |
| 7D | -0.9% | -0.6% | -0.2% | -0.7% |
| 30D | -3.5% | -9.5% | +6.0% | -1.4% |
| 3M | +38.1% | -10.4% | +48.5% | +40.9% |
| All | +12.9% | -11.3% | +24.2% | +11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling