+7,803.6%
CI vs ROST
+70,444.2%
-62,640.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.9% | -2.3% |
| 7D | -1.6% | +1.2% | -2.8% | -1.8% |
| 30D | +5.4% | +2.5% | +2.9% | +4.9% |
| 3M | +7.3% | -9.0% | +16.2% | +9.0% |
| 6M | +5.3% | +1.3% | +4.0% | +4.7% |
| YTD | +8.5% | +29.1% | -20.6% | +3.0% |
| 1Y | +17.1% | +45.4% | -28.3% | +8.7% |
| 3Y | +1.4% | +94.9% | -93.4% | -11.6% |
| 5Y | +50.5% | +104.0% | -53.5% | +27.5% |
| 10Y | +168.5% | +314.8% | -146.3% | +99.4% |
| All | +7,803.6% | +70,444.2% | -62,640.6% | +2,803.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling