+19.6%
CME vs ROST
+54.7%
-35.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.7% | +1.1% |
| 7D | +4.8% | +7.8% | -3.0% | +4.5% |
| 30D | +14.2% | +8.6% | +5.6% | +13.9% |
| 3M | +17.9% | -1.9% | +19.9% | +17.7% |
| 6M | +7.2% | +9.1% | -1.9% | +7.6% |
| YTD | +16.7% | +37.2% | -20.5% | +21.5% |
| 1Y | +19.6% | +52.7% | -33.2% | +26.0% |
| All | +19.6% | +54.7% | -35.1% | +26.0% |
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