+302.7%
ROST vs CRL
+249.3%
+53.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | -2.5% | -6.9% | +4.5% | -0.6% |
| 30D | -10.3% | -3.2% | -7.1% | -9.6% |
| 3M | -2.6% | +46.5% | -49.1% | -13.1% |
| 6M | +6.5% | +63.1% | -56.6% | -8.8% |
| YTD | +25.9% | +36.9% | -10.9% | +12.7% |
| 1Y | +52.3% | +78.1% | -25.8% | +25.4% |
| 3Y | +94.6% | +36.7% | +57.9% | +61.9% |
| 5Y | +111.1% | -38.1% | +149.2% | +134.5% |
| All | +302.7% | +249.3% | +53.4% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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