+7,654.3%
CME vs ROST
+5,256.1%
+2,398.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.5% |
| 7D | +2.7% | +0.9% | +1.8% | +2.4% |
| 30D | +13.5% | +5.1% | +8.4% | +11.3% |
| 3M | +20.9% | -4.3% | +25.2% | +22.3% |
| 6M | +11.5% | +9.4% | +2.1% | +7.2% |
| YTD | +19.5% | +32.5% | -13.0% | +6.4% |
| 1Y | +17.2% | +46.9% | -29.7% | +0.3% |
| 3Y | +65.1% | +98.1% | -33.0% | +22.8% |
| 5Y | +73.1% | +116.9% | -43.8% | +18.3% |
| 10Y | +305.3% | +310.9% | -5.6% | +94.6% |
| All | +7,654.3% | +5,256.1% | +2,398.2% | +1,051.4% |
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