+301.5%
ROST vs CHRW
+128.6%
+172.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | +0.3% | +7.3% | -7.0% | -1.4% |
| 30D | +0.5% | -3.6% | +4.1% | +1.1% |
| 3M | -5.2% | -9.6% | +4.3% | -3.6% |
| 6M | +9.8% | -17.0% | +26.8% | +12.6% |
| YTD | +29.4% | -15.4% | +44.8% | +30.0% |
| 1Y | +44.4% | -10.0% | +54.3% | +42.5% |
| 3Y | +95.0% | +82.2% | +12.8% | +48.1% |
| 5Y | +111.9% | +59.4% | +52.5% | +64.0% |
| All | +301.5% | +128.6% | +172.8% | +176.9% |
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