+71,250.3%
ROST vs CAG
+578.5%
+70,671.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.6% | -2.6% |
| 7D | +0.3% | -3.3% | +3.6% | +1.0% |
| 30D | +0.5% | +7.7% | -7.2% | -1.3% |
| 3M | -5.2% | -3.2% | -2.1% | -4.8% |
| 6M | +9.8% | +7.0% | +2.9% | +7.3% |
| YTD | +29.4% | -9.0% | +38.4% | +30.5% |
| 1Y | +44.4% | -9.6% | +54.0% | +45.9% |
| 3Y | +95.0% | -36.0% | +131.0% | +110.9% |
| 5Y | +111.9% | -40.9% | +152.7% | +132.0% |
| 10Y | +301.2% | -37.3% | +338.6% | +314.6% |
| All | +71,250.3% | +578.5% | +70,671.9% | +31,335.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling