+313.8%
ROST vs CRL
+362.2%
-48.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.4% |
| 7D | +3.2% | -1.7% | +4.9% | +3.3% |
| 30D | +7.4% | +14.6% | -7.1% | +2.9% |
| 3M | -6.1% | +24.8% | -30.9% | -12.4% |
| 6M | +6.2% | +94.7% | -88.5% | -13.4% |
| YTD | +33.4% | +73.4% | -39.9% | +11.1% |
| 1Y | +48.8% | +104.7% | -55.9% | +17.8% |
| 3Y | +99.5% | +101.1% | -1.5% | +46.1% |
| 5Y | +112.7% | -10.8% | +123.5% | +109.3% |
| All | +313.8% | +362.2% | -48.3% | +96.3% |
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