+71,068.6%
ROST vs CMS
+463.7%
+70,604.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.2% |
| 7D | +1.2% | -1.3% | +2.5% | +1.6% |
| 30D | +2.5% | +6.3% | -3.9% | +0.9% |
| 3M | -9.0% | -2.1% | -6.9% | -8.5% |
| 6M | +1.3% | -5.1% | +6.4% | +2.5% |
| YTD | +29.1% | +1.3% | +27.8% | +28.1% |
| 1Y | +45.4% | -1.4% | +46.8% | +45.3% |
| 3Y | +94.9% | +36.9% | +57.9% | +77.5% |
| 5Y | +104.0% | +32.5% | +71.5% | +86.1% |
| 10Y | +314.8% | +126.8% | +188.1% | +229.5% |
| All | +71,068.6% | +463.7% | +70,604.9% | +44,147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling