+304.6%
ROST vs CMS
+116.1%
+188.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +0.9% | +0.4% | +0.6% | +0.8% |
| 30D | -8.9% | -3.6% | -5.3% | -7.8% |
| 3M | -0.8% | -1.9% | +1.1% | -0.5% |
| 6M | +8.5% | -11.0% | +19.5% | +12.6% |
| YTD | +28.6% | +0.2% | +28.4% | +27.6% |
| 1Y | +52.3% | -1.3% | +53.7% | +51.8% |
| 3Y | +94.8% | +35.9% | +58.9% | +68.9% |
| 5Y | +110.8% | +23.1% | +87.7% | +87.5% |
| All | +304.6% | +116.1% | +188.5% | +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