+140.4%
CI vs ROST
+303.5%
-163.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | -1.8% | -10.0% | +8.2% | +1.5% |
| 3M | -4.2% | +1.2% | -5.5% | -4.9% |
| 6M | +2.7% | +8.9% | -6.2% | -0.9% |
| YTD | +1.9% | +28.1% | -26.1% | -6.9% |
| 1Y | -6.3% | +53.0% | -59.2% | -19.4% |
| 3Y | +3.9% | +97.9% | -94.0% | -20.1% |
| 5Y | +41.9% | +112.0% | -70.1% | +2.9% |
| 10Y | +140.4% | +303.0% | -162.6% | +47.0% |
| All | +140.4% | +303.5% | -163.1% | +47.0% |
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