+70,520.4%
ROST vs CRS
+9,808.6%
+60,711.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.4% |
| 7D | +0.2% | -3.1% | +3.3% | +0.9% |
| 30D | -10.0% | -19.6% | +9.6% | -5.2% |
| 3M | +1.2% | -8.1% | +9.3% | +2.5% |
| 6M | +8.9% | +18.6% | -9.6% | +2.9% |
| YTD | +28.1% | +45.9% | -17.8% | +14.3% |
| 1Y | +53.0% | +82.5% | -29.5% | +27.6% |
| 3Y | +97.9% | +648.9% | -551.0% | +9.5% |
| 5Y | +112.0% | +1,438.1% | -1,326.1% | -6.0% |
| 10Y | +303.0% | +1,327.0% | -1,024.0% | +64.8% |
| All | +70,520.4% | +9,808.6% | +60,711.8% | +10,726.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CRS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling