+110.5%
CNC vs ROST
+54.7%
+55.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +6.1% | +6.5% | +10.9% |
| 7D | +13.4% | +7.8% | +5.6% | +11.3% |
| 30D | +18.2% | +8.6% | +9.7% | +15.9% |
| 3M | +18.6% | -1.9% | +20.6% | +18.2% |
| 6M | +41.9% | +9.1% | +32.8% | +38.8% |
| YTD | +84.7% | +37.2% | +47.5% | +60.1% |
| 1Y | +110.5% | +52.7% | +57.8% | +73.6% |
| All | +110.5% | +54.7% | +55.8% | +73.6% |
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