+280.6%
CME vs ROST
+299.2%
-18.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | -0.6% | -2.2% | +1.6% | -0.1% |
| 30D | +4.7% | -11.4% | +16.1% | +7.9% |
| 3M | +7.8% | -1.6% | +9.5% | +8.1% |
| 6M | -11.0% | +6.8% | -17.8% | -13.0% |
| YTD | +4.0% | +25.8% | -21.8% | -2.9% |
| 1Y | +9.1% | +52.4% | -43.3% | -3.5% |
| 3Y | +52.3% | +94.4% | -42.1% | +22.8% |
| 5Y | +76.1% | +108.2% | -32.1% | +34.9% |
| 10Y | +280.6% | +308.5% | -27.9% | +134.2% |
| All | +280.6% | +299.2% | -18.6% | +134.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling