+7,236.4%
CB vs ROST
+54,777.9%
-47,541.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.1% |
| 7D | -1.0% | -1.8% | +0.8% | -0.6% |
| 30D | +7.3% | +6.8% | +0.5% | +5.6% |
| 3M | +7.0% | -4.0% | +11.0% | +7.9% |
| 6M | +16.3% | +12.9% | +3.5% | +12.4% |
| YTD | +19.7% | +34.7% | -15.0% | +10.5% |
| 1Y | +27.8% | +49.5% | -21.7% | +14.9% |
| 3Y | +72.0% | +101.5% | -29.5% | +42.0% |
| 5Y | +104.9% | +120.7% | -15.8% | +61.3% |
| 10Y | +246.7% | +317.8% | -71.1% | +130.0% |
| All | +7,236.4% | +54,777.9% | -47,541.5% | +2,197.6% |
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