+114.6%
ROST vs CAH
+393.5%
-278.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.5% |
| 7D | +0.2% | -5.1% | +5.3% | +1.5% |
| 30D | -6.9% | +0.2% | -7.0% | -6.9% |
| 3M | -3.3% | +6.3% | -9.6% | -5.0% |
| 6M | +9.0% | +9.4% | -0.3% | +6.3% |
| YTD | +28.9% | +15.0% | +13.9% | +23.3% |
| 1Y | +54.0% | +55.4% | -1.5% | +33.8% |
| 3Y | +100.7% | +173.8% | -73.1% | +35.6% |
| All | +114.6% | +393.5% | -278.9% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling