+108.2%
ROST vs CAG
-41.8%
+150.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -2.2% | -6.6% | +4.4% | -1.1% |
| 30D | -11.4% | +2.3% | -13.7% | -11.8% |
| 3M | -1.6% | +16.3% | -17.9% | -4.5% |
| 6M | +6.8% | -16.0% | +22.9% | +10.5% |
| YTD | +25.8% | -7.7% | +33.5% | +27.0% |
| 1Y | +52.4% | -16.0% | +68.4% | +57.0% |
| 3Y | +94.4% | -37.7% | +132.1% | +111.1% |
| 5Y | +108.2% | -41.2% | +149.4% | +127.5% |
| All | +108.2% | -41.8% | +150.0% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling