+53.5%
CME vs ROST
+97.5%
-44.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +5.5% | -10.2% | +15.7% | +5.7% |
| 3M | +11.0% | +1.0% | +9.9% | +11.0% |
| 6M | -9.7% | +8.7% | -18.4% | -9.5% |
| YTD | +4.9% | +27.8% | -23.0% | +5.0% |
| 1Y | +10.1% | +52.7% | -42.6% | +9.8% |
| 3Y | +53.5% | +97.5% | -44.0% | +49.0% |
| All | +53.5% | +97.5% | -44.0% | +49.0% |
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