+4,405.6%
CNC vs ROST
+7,690.7%
-3,285.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -1.8% | -10.0% | +8.2% | +1.7% |
| 3M | -0.7% | +1.2% | -1.9% | -1.5% |
| 6M | +47.9% | +8.9% | +39.0% | +42.5% |
| YTD | +56.9% | +28.1% | +28.9% | +43.0% |
| 1Y | +123.9% | +53.0% | +71.0% | +91.7% |
| 3Y | -1.3% | +97.9% | -99.1% | -24.4% |
| 5Y | +2.8% | +112.0% | -109.2% | -26.3% |
| 10Y | +90.9% | +303.0% | -212.1% | +1.6% |
| All | +4,405.6% | +7,690.7% | -3,285.1% | +657.3% |
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