+711.5%
ROST vs CDW
+933.5%
-222.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | +1.2% | +2.1% | -0.9% | +0.3% |
| 30D | +2.5% | +14.7% | -12.3% | -3.2% |
| 3M | -9.0% | +11.1% | -20.1% | -13.7% |
| 6M | +1.3% | +45.6% | -44.2% | -15.8% |
| YTD | +29.1% | +17.1% | +12.0% | +14.5% |
| 1Y | +45.4% | +13.2% | +32.3% | +30.9% |
| 3Y | +94.9% | -22.2% | +117.0% | +99.9% |
| 5Y | +104.0% | -10.1% | +114.1% | +91.4% |
| 10Y | +314.8% | +307.0% | +7.9% | +129.2% |
| All | +711.5% | +933.5% | -222.0% | +306.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling