+13,799.0%
ROST vs CRL
+1,379.5%
+12,419.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | 0.0% |
| 7D | +0.9% | -1.0% | +2.0% | +1.2% |
| 30D | -8.9% | +10.7% | -19.6% | -11.1% |
| 3M | -0.8% | +55.3% | -56.1% | -11.3% |
| 6M | +8.5% | +60.7% | -52.2% | -4.6% |
| YTD | +28.6% | +44.6% | -16.0% | +15.4% |
| 1Y | +52.3% | +77.7% | -25.4% | +29.4% |
| 3Y | +94.8% | +37.6% | +57.2% | +67.2% |
| 5Y | +110.8% | -35.8% | +146.6% | +114.3% |
| 10Y | +304.5% | +241.7% | +62.8% | +165.7% |
| All | +13,799.0% | +1,379.5% | +12,419.5% | +7,695.5% |
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