+305.2%
ROST vs CMS
+126.5%
+178.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.3% |
| 7D | +1.2% | -0.5% | +1.7% | +1.4% |
| 30D | +2.5% | +7.2% | -4.7% | 0.0% |
| 3M | -9.0% | -1.3% | -7.7% | -8.6% |
| 6M | +1.3% | -4.3% | +5.7% | +2.6% |
| YTD | +29.1% | +2.1% | +27.0% | +27.2% |
| 1Y | +45.4% | -0.6% | +46.0% | +44.7% |
| 3Y | +94.9% | +38.0% | +56.8% | +68.2% |
| 5Y | +104.0% | +33.6% | +70.4% | +75.4% |
| All | +305.2% | +126.5% | +178.7% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling