-10.7%
CMG vs ROST
+54.0%
-64.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.8% | +0.9% | -3.7% | -3.0% |
| 30D | +7.1% | -8.9% | +16.0% | +9.6% |
| 3M | +31.2% | -0.8% | +32.0% | +31.1% |
| 6M | +0.7% | +8.5% | -7.8% | -3.1% |
| YTD | -0.1% | +28.6% | -28.7% | -10.8% |
| 1Y | -10.7% | +52.3% | -63.1% | -26.9% |
| All | -10.7% | +54.0% | -64.7% | -26.9% |
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 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