+95.0%
ROST vs CRL
+97.9%
-2.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.3% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +0.5% | +11.9% | -11.4% | -0.8% |
| 3M | -5.2% | +20.2% | -25.4% | -7.1% |
| 6M | +9.8% | +107.5% | -97.7% | +1.4% |
| YTD | +29.4% | +69.4% | -40.0% | +21.7% |
| 1Y | +44.4% | +99.7% | -55.4% | +33.4% |
| 3Y | +95.0% | +98.8% | -3.8% | +90.2% |
| All | +95.0% | +97.9% | -2.9% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling