+7.0%
CI vs ROST
+94.3%
-87.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.6% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | +2.6% | +0.5% | +2.1% | +2.5% |
| 3M | +7.4% | -5.2% | +12.7% | +8.3% |
| 6M | -0.1% | +9.8% | -9.9% | -1.7% |
| YTD | +9.7% | +29.4% | -19.6% | +5.1% |
| 1Y | +12.1% | +44.4% | -32.2% | +5.6% |
| 3Y | +7.0% | +95.0% | -88.0% | -11.0% |
| All | +7.0% | +94.3% | -87.3% | -11.0% |
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 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