+308.5%
ROST vs CFG
+308.1%
+0.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -2.2% | -0.6% | -1.6% | -2.0% |
| 30D | -11.4% | -4.5% | -6.9% | -9.8% |
| 3M | -1.6% | +6.3% | -8.0% | -4.3% |
| 6M | +6.8% | +20.6% | -13.8% | -1.3% |
| YTD | +25.8% | +21.2% | +4.6% | +15.5% |
| 1Y | +52.4% | +38.2% | +14.2% | +32.3% |
| 3Y | +94.4% | +185.9% | -91.6% | +18.3% |
| 5Y | +108.2% | +97.0% | +11.2% | +44.7% |
| 10Y | +308.5% | +306.8% | +1.7% | +102.4% |
| All | +308.5% | +308.1% | +0.4% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling