+311.1%
ROST vs CF
+478.3%
-167.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.0% | -2.0% |
| 7D | +0.9% | +5.4% | -4.5% | -0.4% |
| 30D | +5.1% | +6.5% | -1.4% | +3.3% |
| 3M | -4.3% | +4.6% | -8.9% | -5.8% |
| 6M | +9.4% | -3.3% | +12.7% | +9.2% |
| YTD | +32.5% | +63.9% | -31.4% | +12.2% |
| 1Y | +46.9% | +50.4% | -3.6% | +27.2% |
| 3Y | +98.1% | +68.2% | +29.9% | +61.2% |
| 5Y | +116.9% | +113.8% | +3.1% | +51.1% |
| All | +311.1% | +478.3% | -167.1% | +103.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling