+1.3%
ROST vs CFG
-1.1%
+2.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.4% |
| 7D | +1.2% | -0.9% | +2.1% | +1.8% |
| 30D | +2.5% | +1.1% | +1.4% | +2.5% |
| 3M | -9.0% | -12.0% | +3.0% | -5.4% |
| 6M | +1.3% | -2.2% | +3.6% | -0.6% |
| All | +1.3% | -1.1% | +2.5% | -0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling