+97.5%
ROST vs CHRW
+86.2%
+11.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | 0.0% | +1.9% | -1.9% | -0.1% |
| 30D | -10.2% | +0.9% | -11.1% | -10.2% |
| 3M | +1.0% | -19.9% | +20.9% | +2.8% |
| 6M | +8.7% | -15.8% | +24.5% | +9.7% |
| YTD | +27.8% | -5.6% | +33.4% | +26.5% |
| 1Y | +52.7% | +21.0% | +31.6% | +46.3% |
| 3Y | +97.5% | +86.0% | +11.4% | +77.3% |
| All | +97.5% | +86.2% | +11.3% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling