+112.3%
ROST vs CFG
+101.4%
+11.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +0.9% | +1.5% | -0.6% | +0.5% |
| 30D | -8.9% | -3.8% | -5.1% | -7.8% |
| 3M | -0.8% | +11.5% | -12.3% | -4.4% |
| 6M | +8.5% | +19.2% | -10.7% | +2.5% |
| YTD | +28.6% | +23.7% | +4.9% | +19.6% |
| 1Y | +52.3% | +38.8% | +13.5% | +36.5% |
| 3Y | +94.8% | +178.9% | -84.1% | +33.3% |
| All | +112.3% | +101.4% | +11.0% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling