+74,203.7%
ROST vs CAG
+583.1%
+73,620.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.3% | +1.5% |
| 7D | -1.8% | -1.8% | -0.1% | -1.5% |
| 30D | +6.8% | +9.7% | -2.8% | +4.5% |
| 3M | -4.0% | +0.5% | -4.5% | -4.4% |
| 6M | +12.9% | +8.9% | +4.0% | +9.9% |
| YTD | +34.7% | -8.4% | +43.1% | +35.7% |
| 1Y | +49.5% | -8.3% | +57.8% | +50.6% |
| 3Y | +101.5% | -36.1% | +137.6% | +118.0% |
| 5Y | +120.7% | -40.1% | +160.8% | +141.0% |
| 10Y | +317.8% | -36.9% | +354.7% | +331.1% |
| All | +74,203.7% | +583.1% | +73,620.6% | +32,588.5% |
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