+111.6%
ROST vs CDW
-22.8%
+134.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | +0.8% |
| 7D | 0.0% | -3.9% | +3.9% | +1.1% |
| 30D | -10.2% | +6.9% | -17.0% | -12.1% |
| 3M | +1.0% | +7.7% | -6.7% | -2.2% |
| 6M | +8.7% | +18.3% | -9.6% | -0.5% |
| YTD | +27.8% | +7.8% | +20.1% | +20.5% |
| 1Y | +52.7% | -12.2% | +64.8% | +55.8% |
| 3Y | +97.5% | -28.9% | +126.4% | +112.5% |
| 5Y | +111.6% | -22.8% | +134.4% | +108.1% |
| All | +111.6% | -22.8% | +134.4% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling