+96.6%
ROST vs CMS
+36.5%
+60.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +0.9% | +0.4% | +0.6% | +0.9% |
| 30D | -8.9% | -3.6% | -5.3% | -8.5% |
| 3M | -0.8% | -1.9% | +1.1% | -0.9% |
| 6M | +8.5% | -11.0% | +19.5% | +10.0% |
| YTD | +28.6% | +0.2% | +28.4% | +28.1% |
| 1Y | +52.3% | -1.3% | +53.7% | +51.9% |
| All | +96.6% | +36.5% | +60.2% | +85.3% |
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