+4,160.7%
ROST vs CF
+5,948.3%
-1,787.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.2% |
| 7D | +0.9% | +6.0% | -5.1% | -0.3% |
| 30D | -8.9% | +14.8% | -23.7% | -11.5% |
| 3M | -0.8% | +14.1% | -14.9% | -3.8% |
| 6M | +8.5% | +28.5% | -20.0% | +1.1% |
| YTD | +28.6% | +74.9% | -46.4% | +12.1% |
| 1Y | +52.3% | +61.7% | -9.4% | +34.7% |
| 3Y | +94.8% | +80.3% | +14.5% | +64.9% |
| 5Y | +110.8% | +226.0% | -115.2% | +50.7% |
| 10Y | +304.5% | +569.9% | -265.3% | +140.9% |
| All | +4,160.7% | +5,948.3% | -1,787.6% | +1,191.2% |
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