+54.0%
ROST vs CAG
-18.8%
+72.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.4% |
| 7D | +0.2% | -5.7% | +5.9% | +0.6% |
| 30D | -6.9% | -2.4% | -4.5% | -6.7% |
| 3M | -3.3% | +9.8% | -13.1% | -3.4% |
| 6M | +9.0% | -10.8% | +19.9% | +11.1% |
| YTD | +28.9% | -10.8% | +39.7% | +29.7% |
| 1Y | +54.0% | -19.0% | +72.9% | +56.9% |
| All | +54.0% | -18.8% | +72.8% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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