+70,384.2%
ROST vs CRS
+9,808.6%
+60,575.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.3% |
| 7D | 0.0% | -3.1% | +3.1% | +0.8% |
| 30D | -10.2% | -19.6% | +9.5% | -5.4% |
| 3M | +1.0% | -8.1% | +9.1% | +2.3% |
| 6M | +8.7% | +18.6% | -9.8% | +2.7% |
| YTD | +27.8% | +45.9% | -18.0% | +14.1% |
| 1Y | +52.7% | +82.5% | -29.8% | +27.4% |
| 3Y | +97.5% | +648.9% | -551.4% | +9.3% |
| 5Y | +111.6% | +1,438.1% | -1,326.6% | -6.2% |
| 10Y | +302.2% | +1,327.0% | -1,024.8% | +64.5% |
| All | +70,384.2% | +9,808.6% | +60,575.6% | +10,706.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling