+14,221.3%
ROST vs CRL
+1,647.7%
+12,573.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.5% |
| 7D | +0.9% | +8.9% | -8.0% | -1.2% |
| 30D | +5.1% | +14.0% | -8.9% | +1.3% |
| 3M | -4.3% | +19.8% | -24.1% | -9.0% |
| 6M | +9.4% | +102.0% | -92.6% | -9.1% |
| YTD | +32.5% | +70.8% | -38.4% | +13.5% |
| 1Y | +46.9% | +98.7% | -51.8% | +21.2% |
| 3Y | +98.1% | +98.2% | 0.0% | +54.3% |
| 5Y | +116.9% | -11.7% | +128.6% | +103.0% |
| 10Y | +310.9% | +356.7% | -45.8% | +151.4% |
| All | +14,221.3% | +1,647.7% | +12,573.5% | +7,562.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling