+105.8%
ROST vs CMS
+32.6%
+73.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.3% |
| 7D | +1.2% | -1.3% | +2.5% | +1.6% |
| 30D | +2.5% | +6.3% | -3.9% | +1.1% |
| 3M | -9.0% | -2.1% | -6.9% | -8.5% |
| 6M | +1.3% | -5.1% | +6.4% | +2.4% |
| YTD | +29.1% | +1.3% | +27.8% | +28.0% |
| 1Y | +45.4% | -1.4% | +46.8% | +45.2% |
| 3Y | +94.9% | +36.9% | +57.9% | +74.2% |
| All | +105.8% | +32.6% | +73.2% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling