+53.0%
ROST vs CMS
-0.5%
+53.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | +0.2% | +1.2% | -1.0% | +0.2% |
| 30D | -10.0% | -3.2% | -6.8% | -9.9% |
| 3M | +1.2% | -2.2% | +3.4% | +0.8% |
| 6M | +8.9% | -9.4% | +18.4% | +9.5% |
| YTD | +28.1% | +0.7% | +27.4% | +27.9% |
| 1Y | +53.0% | +0.4% | +52.6% | +53.1% |
| All | +53.0% | -0.5% | +53.4% | +53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling