+112.0%
ROST vs CNH
+7.1%
+104.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.1% | +1.2% |
| 7D | +0.2% | +8.8% | -8.6% | -2.3% |
| 30D | -10.0% | +24.7% | -34.6% | -15.8% |
| 3M | +1.2% | +27.3% | -26.1% | -6.6% |
| 6M | +8.9% | +23.2% | -14.2% | +0.9% |
| YTD | +28.1% | +48.9% | -20.9% | +10.6% |
| 1Y | +53.0% | +19.4% | +33.6% | +41.7% |
| 3Y | +97.9% | +7.8% | +90.1% | +84.6% |
| 5Y | +112.0% | +8.7% | +103.3% | +90.6% |
| All | +112.0% | +7.1% | +104.9% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling