+96.6%
ROST vs CF
+73.9%
+22.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.4% |
| 7D | +0.9% | +6.0% | -5.1% | +0.8% |
| 30D | -8.9% | +14.8% | -23.7% | -9.1% |
| 3M | -0.8% | +14.1% | -14.9% | -1.0% |
| 6M | +8.5% | +28.5% | -20.0% | +6.5% |
| YTD | +28.6% | +74.9% | -46.4% | +22.3% |
| 1Y | +52.3% | +61.7% | -9.4% | +45.9% |
| All | +96.6% | +73.9% | +22.7% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling