+48.8%
ROST vs CDW
+20.3%
+28.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.6% |
| 7D | +3.2% | +13.1% | -9.9% | +2.4% |
| 30D | +7.4% | +19.1% | -11.7% | +6.5% |
| 3M | -6.1% | +24.7% | -30.8% | -6.9% |
| 6M | +6.2% | +63.4% | -57.1% | +3.5% |
| YTD | +33.4% | +26.3% | +7.1% | +33.3% |
| 1Y | +48.8% | +20.6% | +28.2% | +52.2% |
| All | +48.8% | +20.3% | +28.5% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling