+316.4%
ROST vs CHRW
+126.6%
+189.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.2% | -3.4% | +6.6% | +4.1% |
| 30D | +7.4% | -9.4% | +16.8% | +9.7% |
| 3M | -6.1% | -12.6% | +6.6% | -3.6% |
| 6M | +6.2% | -24.2% | +30.4% | +11.5% |
| YTD | +33.4% | -18.9% | +52.3% | +35.5% |
| 1Y | +48.8% | -13.7% | +62.5% | +48.3% |
| 3Y | +99.5% | +72.6% | +27.0% | +53.8% |
| 5Y | +112.7% | +55.6% | +57.1% | +65.1% |
| 10Y | +316.4% | +122.7% | +193.7% | +188.6% |
| All | +316.4% | +126.6% | +189.8% | +188.6% |
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