+18,952.4%
ROST vs CNI
+6,544.5%
+12,407.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.2% | +2.5% | -2.3% | -0.9% |
| 30D | -10.0% | -2.5% | -7.5% | -9.0% |
| 3M | +1.2% | +2.7% | -1.5% | -0.4% |
| 6M | +8.9% | +16.9% | -8.0% | +0.9% |
| YTD | +28.1% | +26.3% | +1.7% | +14.1% |
| 1Y | +53.0% | +31.1% | +21.9% | +33.8% |
| 3Y | +97.9% | +21.1% | +76.8% | +77.2% |
| 5Y | +112.0% | +11.0% | +101.0% | +96.3% |
| 10Y | +303.0% | +128.1% | +174.8% | +174.0% |
| All | +18,952.4% | +6,544.5% | +12,407.9% | +3,392.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling