+6,646.7%
CB vs ROST
+52,270.3%
-45,623.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | +9.0% | -0.8% | +9.8% | +8.8% |
| 6M | +2.9% | +8.5% | -5.6% | +0.3% |
| YTD | +10.1% | +28.6% | -18.5% | +2.8% |
| 1Y | +22.8% | +52.3% | -29.5% | +9.9% |
| 3Y | +73.8% | +94.8% | -21.0% | +44.7% |
| 5Y | +99.2% | +110.8% | -11.6% | +58.6% |
| 10Y | +218.2% | +304.5% | -86.3% | +112.9% |
| All | +6,646.7% | +52,270.3% | -45,623.6% | +2,038.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling