+13,376.9%
ROST vs CHRW
+3,633.2%
+9,743.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.4% | +1.7% |
| 7D | +2.8% | +0.2% | +2.6% | +2.7% |
| 30D | +6.6% | -9.4% | +15.9% | +9.3% |
| 3M | -7.0% | -13.3% | +6.3% | -3.8% |
| 6M | +5.4% | -24.2% | +29.5% | +11.8% |
| YTD | +32.4% | -18.9% | +51.2% | +35.7% |
| 1Y | +48.4% | -12.4% | +60.7% | +48.5% |
| 3Y | +99.5% | +72.2% | +27.2% | +55.2% |
| 5Y | +109.9% | +53.4% | +56.5% | +65.9% |
| 10Y | +315.5% | +127.0% | +188.6% | +182.7% |
| All | +13,376.9% | +3,633.2% | +9,743.7% | +3,770.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling