+244.5%
CB vs ROST
+313.9%
-69.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | +0.2% | +1.2% | -1.0% | -0.2% |
| 30D | +9.1% | +2.5% | +6.6% | +8.2% |
| 3M | +3.4% | -9.0% | +12.4% | +6.1% |
| 6M | +14.1% | +1.3% | +12.7% | +12.7% |
| YTD | +18.0% | +29.1% | -11.0% | +7.7% |
| 1Y | +30.1% | +45.4% | -15.3% | +14.2% |
| 3Y | +71.8% | +94.9% | -23.1% | +34.2% |
| 5Y | +101.8% | +104.0% | -2.2% | +50.9% |
| All | +244.5% | +313.9% | -69.5% | +117.5% |
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