+101.0%
CB vs ROST
+111.8%
-10.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +0.5% | +0.9% | -0.4% | +0.3% |
| 30D | -3.1% | -8.9% | +5.8% | -1.6% |
| 3M | +9.0% | -0.8% | +9.8% | +8.9% |
| 6M | +2.9% | +8.5% | -5.6% | +1.0% |
| YTD | +10.1% | +28.6% | -18.5% | +4.6% |
| 1Y | +22.8% | +52.3% | -29.5% | +12.7% |
| 3Y | +73.8% | +94.8% | -21.0% | +50.0% |
| All | +101.0% | +111.8% | -10.7% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling