+100.7%
ROST vs CAH
+176.8%
-76.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | +0.2% | -5.1% | +5.3% | +0.7% |
| 30D | -6.9% | +0.2% | -7.0% | -6.9% |
| 3M | -3.3% | +6.3% | -9.6% | -3.9% |
| 6M | +9.0% | +9.4% | -0.3% | +8.1% |
| YTD | +28.9% | +15.0% | +13.9% | +26.9% |
| 1Y | +54.0% | +55.4% | -1.5% | +46.3% |
| 3Y | +100.7% | +173.8% | -73.1% | +76.6% |
| All | +100.7% | +176.8% | -76.1% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 3y: compounded portfolio wealth divided by compounded CAH 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…
3y analysis · Full analysis span regression · 6 months rolling