+54.0%
ROST vs CAI
-26.7%
+80.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +2.3% |
| 7D | +0.2% | -2.9% | +3.1% | +0.3% |
| 30D | -6.9% | +9.3% | -16.2% | -7.0% |
| 3M | -3.3% | +35.2% | -38.5% | -4.2% |
| 6M | +9.0% | +30.7% | -21.7% | +7.9% |
| YTD | +28.9% | -9.8% | +38.6% | +27.6% |
| 1Y | +54.0% | -28.9% | +82.8% | +50.3% |
| All | +54.0% | -26.7% | +80.7% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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