+112.0%
ROST vs CRL
-37.4%
+149.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | 0.0% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | -10.0% | +5.0% | -14.9% | -10.7% |
| 3M | +1.2% | +50.6% | -49.4% | -5.8% |
| 6M | +8.9% | +60.9% | -52.0% | -0.4% |
| YTD | +28.1% | +40.7% | -12.7% | +19.5% |
| 1Y | +53.0% | +73.3% | -20.4% | +37.1% |
| 3Y | +97.9% | +40.6% | +57.3% | +77.6% |
| 5Y | +112.0% | -37.0% | +149.0% | +115.3% |
| All | +112.0% | -37.4% | +149.4% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling