+150.3%
CI vs ROST
+317.2%
-166.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.3% |
| 7D | +2.6% | +3.2% | -0.6% | +1.5% |
| 30D | +7.3% | +7.4% | -0.1% | +4.9% |
| 3M | +9.5% | -6.1% | +15.5% | +11.5% |
| 6M | +6.4% | +6.2% | +0.2% | +3.6% |
| YTD | +12.0% | +33.4% | -21.4% | +0.8% |
| 1Y | +20.1% | +48.8% | -28.7% | +4.1% |
| 3Y | +9.6% | +99.5% | -90.0% | -15.9% |
| 5Y | +52.7% | +112.7% | -60.0% | +11.0% |
| 10Y | +150.3% | +316.4% | -166.2% | +50.7% |
| All | +150.3% | +317.2% | -166.9% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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