+105.8%
ROST vs CNH
-14.7%
+120.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.5% | -2.5% |
| 7D | +1.2% | -1.7% | +2.9% | +1.7% |
| 30D | +2.5% | -7.2% | +9.7% | +4.3% |
| 3M | -9.0% | +6.5% | -15.5% | -11.5% |
| 6M | +1.3% | +7.9% | -6.5% | -2.8% |
| YTD | +29.1% | +26.6% | +2.5% | +16.2% |
| 1Y | +45.4% | +13.8% | +31.7% | +35.2% |
| 3Y | +94.9% | +9.2% | +85.7% | +75.1% |
| All | +105.8% | -14.7% | +120.4% | +100.7% |
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