+94.9%
ROST vs CMS
+35.4%
+59.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.5% |
| 7D | +1.2% | -1.3% | +2.5% | +1.4% |
| 30D | +2.5% | +6.3% | -3.9% | +1.8% |
| 3M | -9.0% | -2.1% | -6.9% | -8.7% |
| 6M | +1.3% | -5.1% | +6.4% | +2.0% |
| YTD | +29.1% | +1.3% | +27.8% | +28.4% |
| 1Y | +45.4% | -1.4% | +46.8% | +45.2% |
| 3Y | +94.9% | +36.9% | +57.9% | +80.5% |
| All | +94.9% | +35.4% | +59.5% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling