+311.1%
ROST vs CG
+274.5%
+36.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -0.1% |
| 7D | +0.9% | -1.5% | +2.4% | +1.3% |
| 30D | +5.1% | +5.7% | -0.6% | +2.9% |
| 3M | -4.3% | -17.9% | +13.6% | +2.3% |
| 6M | +9.4% | -20.2% | +29.6% | +17.4% |
| YTD | +32.5% | -32.0% | +64.5% | +49.3% |
| 1Y | +46.9% | -27.0% | +73.9% | +60.8% |
| 3Y | +98.1% | +42.8% | +55.3% | +53.6% |
| 5Y | +116.9% | -23.4% | +140.4% | +111.8% |
| All | +311.1% | +274.5% | +36.6% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling