+94.9%
CNC vs ROST
+55.6%
+39.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.8% | +1.1% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -1.0% | -6.9% | +5.9% | +0.1% |
| 3M | +4.5% | -3.3% | +7.8% | +5.5% |
| 6M | +85.2% | +9.0% | +76.2% | +79.8% |
| YTD | +61.4% | +28.9% | +32.5% | +47.4% |
| 1Y | +94.9% | +54.0% | +40.9% | +67.9% |
| All | +94.9% | +55.6% | +39.3% | +67.9% |
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