+52.3%
ROST vs CF
+62.4%
-10.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.6% |
| 7D | +0.9% | +6.0% | -5.1% | +1.3% |
| 30D | -8.9% | +14.8% | -23.7% | -8.1% |
| 3M | -0.8% | +14.1% | -14.9% | 0.0% |
| 6M | +8.5% | +28.5% | -20.0% | +7.5% |
| YTD | +28.6% | +74.9% | -46.4% | +19.3% |
| 1Y | +52.3% | +61.7% | -9.4% | +43.6% |
| All | +52.3% | +62.4% | -10.1% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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