+5.9%
CI vs ROST
+97.0%
-91.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.3% | +0.9% | +0.4% | +1.2% |
| 30D | +4.4% | -8.9% | +13.3% | +5.9% |
| 3M | +0.7% | -0.8% | +1.5% | +0.8% |
| 6M | +0.3% | +8.5% | -8.1% | -1.1% |
| YTD | +3.8% | +28.6% | -24.8% | -0.4% |
| 1Y | -5.5% | +52.3% | -57.8% | -11.5% |
| All | +5.9% | +97.0% | -91.1% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling