+311.1%
ROST vs COR
+469.4%
-158.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | +0.9% | +2.9% | -2.0% | -0.1% |
| 30D | +5.1% | +5.8% | -0.7% | +3.3% |
| 3M | -4.3% | +11.4% | -15.7% | -7.5% |
| 6M | +9.4% | +34.5% | -25.1% | -0.9% |
| YTD | +32.5% | +4.1% | +28.4% | +28.9% |
| 1Y | +46.9% | -3.1% | +50.0% | +46.4% |
| 3Y | +98.1% | +80.9% | +17.3% | +54.0% |
| 5Y | +116.9% | +195.1% | -78.2% | +37.7% |
| All | +311.1% | +469.4% | -158.2% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling