+585.4%
ROST vs CFG
+347.0%
+238.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.4% |
| 7D | +1.2% | -0.9% | +2.1% | +1.6% |
| 30D | +2.5% | +1.1% | +1.4% | +2.1% |
| 3M | -9.0% | -12.0% | +3.0% | -4.5% |
| 6M | +1.3% | -2.2% | +3.6% | +1.8% |
| YTD | +29.1% | +11.4% | +17.6% | +22.7% |
| 1Y | +45.4% | +27.8% | +17.6% | +31.0% |
| 3Y | +94.9% | +173.3% | -78.4% | +23.7% |
| 5Y | +104.0% | +62.4% | +41.6% | +56.1% |
| 10Y | +314.8% | +249.6% | +65.2% | +116.1% |
| All | +585.4% | +347.0% | +238.3% | +234.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling