+617.9%
ROST vs CNH
+64.7%
+553.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.5% | -1.6% |
| 7D | +0.9% | +23.3% | -22.4% | -5.4% |
| 30D | -8.9% | +33.5% | -42.4% | -16.8% |
| 3M | -0.8% | +32.7% | -33.5% | -10.0% |
| 6M | +8.5% | +22.2% | -13.7% | +0.3% |
| YTD | +28.6% | +57.7% | -29.1% | +9.1% |
| 1Y | +52.3% | +28.0% | +24.4% | +37.6% |
| 3Y | +94.8% | +11.5% | +83.3% | +78.1% |
| 5Y | +110.8% | +11.9% | +98.9% | +89.1% |
| 10Y | +304.5% | +162.8% | +141.8% | +180.3% |
| All | +617.9% | +64.7% | +553.2% | +407.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling