+100.7%
ROST vs CNI
+19.7%
+81.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.1% |
| 7D | +0.2% | -0.4% | +0.6% | +0.3% |
| 30D | -6.9% | -2.7% | -4.2% | -6.1% |
| 3M | -3.3% | +3.9% | -7.2% | -4.8% |
| 6M | +9.0% | +16.4% | -7.3% | +2.7% |
| YTD | +28.9% | +25.8% | +3.1% | +17.4% |
| 1Y | +54.0% | +32.4% | +21.6% | +37.1% |
| 3Y | +100.7% | +19.1% | +81.6% | +80.4% |
| All | +100.7% | +19.7% | +81.0% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 3y: compounded portfolio wealth divided by compounded CNI 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…
3y analysis · Full analysis span regression · 6 months rolling