+9.5%
CNC vs ROST
+107.5%
-98.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -3.9% | -2.5% | -1.4% | -3.5% |
| 30D | +0.8% | -10.3% | +11.1% | +2.5% |
| 3M | +0.1% | -2.6% | +2.7% | +0.4% |
| 6M | +79.7% | +6.5% | +73.1% | +77.1% |
| YTD | +58.9% | +25.9% | +33.0% | +52.3% |
| 1Y | +109.1% | +52.3% | +56.8% | +94.2% |
| 3Y | 0.0% | +94.6% | -94.6% | -11.3% |
| 5Y | +9.5% | +111.1% | -101.6% | -1.1% |
| All | +9.5% | +107.5% | -98.0% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling