+308.5%
ROST vs CHRW
+170.5%
+138.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -2.2% | +4.1% | -6.3% | -3.2% |
| 30D | -11.4% | +1.9% | -13.3% | -11.9% |
| 3M | -1.6% | -21.2% | +19.5% | +3.3% |
| 6M | +6.8% | -16.7% | +23.5% | +10.0% |
| YTD | +25.8% | -5.4% | +31.2% | +23.8% |
| 1Y | +52.4% | +21.2% | +31.2% | +38.5% |
| 3Y | +94.4% | +86.5% | +7.9% | +49.3% |
| 5Y | +108.2% | +93.0% | +15.2% | +52.5% |
| 10Y | +308.5% | +174.5% | +134.0% | +167.7% |
| All | +308.5% | +170.5% | +138.0% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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