+312.1%
ROST vs CRS
+1,392.1%
-1,079.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.5% | +2.6% |
| 7D | +0.2% | -6.8% | +7.0% | +2.1% |
| 30D | -6.9% | -16.1% | +9.3% | -2.4% |
| 3M | -3.3% | -21.2% | +17.9% | +2.3% |
| 6M | +9.0% | +8.7% | +0.4% | +4.5% |
| YTD | +28.9% | +41.0% | -12.1% | +14.0% |
| 1Y | +54.0% | +82.7% | -28.7% | +24.5% |
| 3Y | +100.7% | +604.8% | -504.1% | -1.0% |
| 5Y | +116.0% | +1,384.7% | -1,268.7% | -21.9% |
| All | +312.1% | +1,392.1% | -1,079.9% | +31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling