+5,648.9%
CRM vs ROST
+4,068.3%
+1,580.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -8.1% | -2.5% | -5.6% | -7.1% |
| 30D | +23.1% | -10.3% | +33.3% | +28.7% |
| 3M | +42.5% | -2.6% | +45.1% | +43.3% |
| 6M | +25.3% | +6.5% | +18.8% | +20.0% |
| YTD | -7.8% | +25.9% | -33.7% | -18.7% |
| 1Y | +1.0% | +52.3% | -51.3% | -18.7% |
| 3Y | +10.0% | +94.6% | -84.6% | -22.5% |
| 5Y | -3.9% | +111.1% | -115.0% | -37.1% |
| 10Y | +233.2% | +308.9% | -75.7% | +38.6% |
| All | +5,648.9% | +4,068.3% | +1,580.7% | +484.1% |
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 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