+101.1%
ROST vs CF
+65.2%
+35.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.9% |
| 7D | +3.2% | +4.8% | -1.6% | +3.3% |
| 30D | +7.4% | +9.7% | -2.3% | +7.5% |
| 3M | -6.1% | +1.2% | -7.3% | -6.0% |
| 6M | +6.2% | +7.4% | -1.1% | +6.3% |
| YTD | +33.4% | +60.5% | -27.1% | +27.5% |
| 1Y | +48.8% | +50.7% | -1.9% | +42.9% |
| All | +101.1% | +65.2% | +35.9% | +89.0% |
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