+12,992.8%
ROST vs CHRW
+4,173.0%
+8,819.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +0.9% | -1.4% | +2.3% | +1.3% |
| 30D | -8.9% | -3.5% | -5.4% | -8.1% |
| 3M | -0.8% | -19.4% | +18.6% | +4.3% |
| 6M | +8.5% | -21.4% | +29.9% | +14.3% |
| YTD | +28.6% | -7.1% | +35.7% | +27.6% |
| 1Y | +52.3% | +17.8% | +34.5% | +39.3% |
| 3Y | +94.8% | +78.8% | +16.1% | +51.4% |
| 5Y | +110.8% | +83.5% | +27.2% | +58.8% |
| 10Y | +304.5% | +160.2% | +144.3% | +166.2% |
| All | +12,992.8% | +4,173.0% | +8,819.8% | +3,539.4% |
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