+9.8%
ROST vs CRS
-31.8%
+41.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.3% | -2.3% |
| 7D | +0.3% | +4.8% | -4.5% | +0.2% |
| 30D | +0.5% | -23.2% | +23.7% | -1.1% |
| 3M | -5.2% | -45.5% | +40.3% | -8.5% |
| 6M | +9.8% | -33.1% | +42.9% | +4.7% |
| All | +9.8% | -31.8% | +41.6% | +4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling