+3,994.3%
CMG vs ROST
+3,699.2%
+295.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -1.7% |
| 7D | -6.5% | -2.2% | -4.2% | -5.5% |
| 30D | +12.1% | -11.4% | +23.5% | +18.2% |
| 3M | +20.6% | -1.6% | +22.2% | +20.7% |
| 6M | +2.1% | +6.8% | -4.7% | -1.9% |
| YTD | -2.6% | +25.8% | -28.4% | -13.3% |
| 1Y | -8.7% | +52.4% | -61.1% | -25.7% |
| 3Y | -7.4% | +94.4% | -101.8% | -33.9% |
| 5Y | -5.7% | +108.2% | -113.9% | -37.5% |
| 10Y | +322.3% | +308.5% | +13.8% | +80.1% |
| All | +3,994.3% | +3,699.2% | +295.1% | +316.2% |
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 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