+71,250.3%
ROST vs CRS
+6,203.6%
+65,046.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.3% | -1.7% |
| 7D | +0.3% | +4.8% | -4.5% | -0.9% |
| 30D | +0.5% | -23.2% | +23.7% | +6.1% |
| 3M | -5.2% | -45.5% | +40.3% | +8.4% |
| 6M | +9.8% | -33.1% | +42.9% | +18.5% |
| YTD | +29.4% | -7.2% | +36.6% | +27.5% |
| 1Y | +44.4% | -10.0% | +54.4% | +43.1% |
| 3Y | +95.0% | +332.3% | -237.3% | +22.7% |
| 5Y | +111.9% | +801.9% | -690.0% | +6.1% |
| 10Y | +301.2% | +820.9% | -519.7% | +81.7% |
| All | +71,250.3% | +6,203.6% | +65,046.7% | +11,970.0% |
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