+303.0%
ROST vs CNH
+152.9%
+150.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.1% | +1.5% |
| 7D | +0.2% | +8.8% | -8.6% | -2.9% |
| 30D | -10.0% | +24.7% | -34.6% | -17.1% |
| 3M | +1.2% | +27.3% | -26.1% | -8.3% |
| 6M | +8.9% | +23.2% | -14.2% | -1.0% |
| YTD | +28.1% | +48.9% | -20.9% | +7.7% |
| 1Y | +53.0% | +19.4% | +33.6% | +39.1% |
| 3Y | +97.9% | +7.8% | +90.1% | +79.7% |
| 5Y | +112.0% | +8.7% | +103.3% | +86.8% |
| 10Y | +303.0% | +149.5% | +153.4% | +157.6% |
| All | +303.0% | +152.9% | +150.0% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling