+48.8%
ROST vs CF
+50.8%
-2.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +1.1% |
| 7D | +3.2% | +4.8% | -1.6% | +3.8% |
| 30D | +7.4% | +9.7% | -2.3% | +8.6% |
| 3M | -6.1% | +1.2% | -7.3% | -5.5% |
| 6M | +6.2% | +7.4% | -1.1% | +7.9% |
| YTD | +33.4% | +60.5% | -27.1% | +28.4% |
| 1Y | +48.8% | +50.7% | -1.9% | +45.4% |
| All | +48.8% | +50.8% | -2.0% | +45.4% |
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