+7,663.3%
CME vs ROST
+5,347.1%
+2,316.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.8% |
| 7D | +2.5% | -1.8% | +4.3% | +3.1% |
| 30D | +13.9% | +6.8% | +7.1% | +11.1% |
| 3M | +22.4% | -4.0% | +26.4% | +23.7% |
| 6M | +12.9% | +12.9% | 0.0% | +7.3% |
| YTD | +19.6% | +34.7% | -15.1% | +5.9% |
| 1Y | +17.7% | +49.5% | -31.8% | +0.1% |
| 3Y | +65.3% | +101.5% | -36.2% | +22.3% |
| 5Y | +75.1% | +120.7% | -45.6% | +19.0% |
| 10Y | +305.8% | +317.8% | -12.1% | +93.7% |
| All | +7,663.3% | +5,347.1% | +2,316.1% | +1,045.9% |
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