+47.6%
ROST vs CDW
+16.9%
+30.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.8% | -2.3% | +2.2% |
| 7D | +2.8% | +9.3% | -6.5% | +2.2% |
| 30D | +6.6% | +15.8% | -9.2% | +5.9% |
| 3M | -7.0% | +21.8% | -28.7% | -7.6% |
| 6M | +5.4% | +58.8% | -53.4% | +2.9% |
| YTD | +32.4% | +22.8% | +9.6% | +32.5% |
| All | +47.6% | +16.9% | +30.7% | +51.2% |
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