+98.6%
ROST vs CDW
-25.0%
+123.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +0.9% | +3.2% | -2.2% | +0.5% |
| 30D | -8.9% | +9.3% | -18.2% | -10.1% |
| 3M | -0.8% | +9.8% | -10.6% | -2.5% |
| 6M | +8.5% | +23.3% | -14.9% | +3.0% |
| YTD | +28.6% | +13.7% | +14.9% | +24.1% |
| 1Y | +52.3% | -6.5% | +58.8% | +54.0% |
| All | +98.6% | -25.0% | +123.6% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling