+112.0%
ROST vs CHRW
+90.3%
+21.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | +0.2% | +1.9% | -1.7% | -0.1% |
| 30D | -10.0% | +0.9% | -10.9% | -10.1% |
| 3M | +1.2% | -19.9% | +21.1% | +4.1% |
| 6M | +8.9% | -15.8% | +24.7% | +10.7% |
| YTD | +28.1% | -5.6% | +33.6% | +26.5% |
| 1Y | +53.0% | +21.0% | +31.9% | +43.5% |
| 3Y | +97.9% | +86.0% | +11.8% | +66.1% |
| 5Y | +112.0% | +88.6% | +23.4% | +81.6% |
| All | +112.0% | +90.3% | +21.7% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling