-5.8%
CI vs ROST
+51.1%
-56.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.2% |
| 7D | -1.1% | -2.2% | +1.1% | -0.7% |
| 30D | +0.5% | -11.4% | +11.9% | +2.8% |
| 3M | -5.2% | -1.6% | -3.5% | -4.8% |
| 6M | +4.3% | +6.8% | -2.5% | +1.9% |
| YTD | +2.8% | +25.8% | -23.0% | -5.4% |
| 1Y | -5.8% | +52.4% | -58.2% | -16.9% |
| All | -5.8% | +51.1% | -56.9% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling