+20.1%
CI vs ROST
+48.9%
-28.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.4% |
| 7D | +2.6% | +3.2% | -0.6% | +1.9% |
| 30D | +7.3% | +7.4% | -0.1% | +5.9% |
| 3M | +9.5% | -6.1% | +15.5% | +10.5% |
| 6M | +6.4% | +6.2% | +0.2% | +5.2% |
| YTD | +12.0% | +33.4% | -21.4% | +2.4% |
| 1Y | +20.1% | +48.8% | -28.7% | +5.0% |
| All | +20.1% | +48.9% | -28.8% | +5.0% |
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 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