+95.0%
ROST vs CMS
+39.2%
+55.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.6% |
| 7D | +0.3% | +1.7% | -1.5% | 0.0% |
| 30D | +0.5% | +6.2% | -5.7% | -0.2% |
| 3M | -5.2% | +0.6% | -5.9% | -5.3% |
| 6M | +9.8% | -1.8% | +11.6% | +10.0% |
| YTD | +29.4% | +3.8% | +25.5% | +28.2% |
| 1Y | +44.4% | -1.8% | +46.1% | +44.4% |
| 3Y | +95.0% | +39.8% | +55.2% | +81.5% |
| All | +95.0% | +39.2% | +55.8% | +81.5% |
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