+13,619.8%
ROST vs CHRW
+3,771.3%
+9,848.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.1% |
| 7D | -1.8% | -0.1% | -1.8% | -1.8% |
| 30D | +6.8% | -4.3% | +11.1% | +7.9% |
| 3M | -4.0% | -7.4% | +3.4% | -2.6% |
| 6M | +12.9% | -20.7% | +33.6% | +18.2% |
| YTD | +34.7% | -15.9% | +50.6% | +36.7% |
| 1Y | +49.5% | -9.9% | +59.4% | +48.4% |
| 3Y | +101.5% | +79.0% | +22.5% | +55.0% |
| 5Y | +120.7% | +61.3% | +59.4% | +71.8% |
| 10Y | +317.8% | +128.5% | +189.3% | +183.9% |
| All | +13,619.8% | +3,771.3% | +9,848.5% | +3,797.6% |
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 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