+70,520.5%
ROST vs CAH
+14,665.6%
+55,854.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.3% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | -10.0% | +1.7% | -11.7% | -10.4% |
| 3M | +1.2% | +17.9% | -16.6% | -3.2% |
| 6M | +8.9% | +10.9% | -2.0% | +5.6% |
| YTD | +28.1% | +17.9% | +10.2% | +21.8% |
| 1Y | +53.0% | +61.7% | -8.7% | +33.3% |
| 3Y | +97.9% | +183.7% | -85.9% | +46.6% |
| 5Y | +112.0% | +401.3% | -289.3% | +34.4% |
| 10Y | +303.0% | +293.7% | +9.3% | +159.3% |
| All | +70,520.5% | +14,665.6% | +55,854.9% | +16,397.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling