+708.5%
ROST vs CDW
+903.1%
-194.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +0.9% | +3.2% | -2.2% | -0.3% |
| 30D | -8.9% | +9.3% | -18.2% | -12.4% |
| 3M | -0.8% | +9.8% | -10.6% | -5.9% |
| 6M | +8.5% | +23.3% | -14.9% | -4.6% |
| YTD | +28.6% | +13.7% | +14.9% | +16.3% |
| 1Y | +52.3% | -6.5% | +58.8% | +49.3% |
| 3Y | +94.8% | -25.2% | +120.1% | +104.6% |
| 5Y | +110.8% | -19.5% | +130.3% | +109.2% |
| 10Y | +304.5% | +285.8% | +18.7% | +129.3% |
| All | +708.5% | +903.1% | -194.6% | +312.6% |
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 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