+46.9%
ROST vs CNH
+21.1%
+25.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -1.3% |
| 7D | +0.9% | +6.4% | -5.5% | +0.2% |
| 30D | +5.1% | -1.6% | +6.8% | +5.2% |
| 3M | -4.3% | +11.6% | -15.8% | -5.8% |
| 6M | +9.4% | +12.5% | -3.1% | +7.4% |
| YTD | +32.5% | +31.1% | +1.4% | +20.1% |
| 1Y | +46.9% | +17.0% | +29.9% | +39.9% |
| All | +46.9% | +21.1% | +25.8% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling