+316.4%
ROST vs CF
+494.2%
-177.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.2% |
| 7D | +3.2% | +4.8% | -1.6% | +1.9% |
| 30D | +7.4% | +9.7% | -2.3% | +4.8% |
| 3M | -6.1% | +1.2% | -7.3% | -6.9% |
| 6M | +6.2% | +7.4% | -1.1% | +3.1% |
| YTD | +33.4% | +60.5% | -27.1% | +13.6% |
| 1Y | +48.8% | +50.7% | -1.9% | +28.7% |
| 3Y | +99.5% | +64.8% | +34.7% | +63.2% |
| 5Y | +112.7% | +115.8% | -3.1% | +47.2% |
| 10Y | +316.4% | +481.0% | -164.6% | +107.3% |
| All | +316.4% | +494.2% | -177.7% | +107.3% |
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