+4,252.9%
ROST vs CF
+5,277.9%
-1,025.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.2% | -10.4% | -5.5% |
| 7D | +1.3% | +0.4% | +0.9% | +1.0% |
| 30D | +4.9% | +2.2% | +2.7% | +4.2% |
| 3M | -6.9% | +2.1% | -9.0% | -7.8% |
| 6M | +3.8% | -6.5% | +10.4% | +4.1% |
| YTD | +31.4% | +55.6% | -24.2% | +16.7% |
| 1Y | +46.2% | +42.3% | +3.9% | +32.2% |
| 3Y | +99.8% | +55.7% | +44.1% | +73.7% |
| 5Y | +107.6% | +122.4% | -14.8% | +60.8% |
| 10Y | +322.2% | +568.5% | -246.3% | +151.8% |
| All | +4,252.9% | +5,277.9% | -1,025.0% | +1,244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling