+27.2%
CB vs ROST
+47.7%
-20.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.6% |
| 7D | -1.5% | +2.8% | -4.3% | -1.6% |
| 30D | +6.5% | +6.6% | 0.0% | +6.5% |
| 3M | +4.1% | -7.0% | +11.0% | +3.8% |
| 6M | +14.4% | +5.4% | +9.0% | +14.7% |
| YTD | +17.5% | +32.4% | -14.9% | +18.4% |
| All | +27.2% | +47.7% | -20.5% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling