+216.8%
CB vs ROST
+303.5%
-86.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | -3.9% | -10.0% | +6.1% | -0.9% |
| 3M | +4.9% | +1.2% | +3.7% | +4.1% |
| 6M | +3.3% | +8.9% | -5.7% | -0.2% |
| YTD | +8.5% | +28.1% | -19.6% | -0.6% |
| 1Y | +22.1% | +53.0% | -30.9% | +5.4% |
| 3Y | +70.1% | +97.9% | -27.7% | +32.2% |
| 5Y | +97.4% | +112.0% | -14.6% | +45.1% |
| 10Y | +216.8% | +303.0% | -86.1% | +95.8% |
| All | +216.8% | +303.5% | -86.6% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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