+7,463.6%
CI vs ROST
+70,186.3%
-62,722.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.3% | +0.9% | +0.4% | +1.1% |
| 30D | +4.4% | -8.9% | +13.3% | +6.2% |
| 3M | +0.7% | -0.8% | +1.5% | +0.6% |
| 6M | +0.3% | +8.5% | -8.1% | -1.5% |
| YTD | +3.8% | +28.6% | -24.8% | -1.3% |
| 1Y | -5.5% | +52.3% | -57.8% | -13.0% |
| 3Y | +8.1% | +94.8% | -86.7% | -5.8% |
| 5Y | +42.8% | +110.8% | -68.0% | +20.3% |
| 10Y | +143.9% | +304.5% | -160.7% | +81.9% |
| All | +7,463.6% | +70,186.3% | -62,722.7% | +2,682.2% |
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