+108.2%
ROST vs CG
+5.5%
+102.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.6% |
| 7D | -2.2% | -6.4% | +4.2% | -0.4% |
| 30D | -11.4% | -7.1% | -4.4% | -9.8% |
| 3M | -1.6% | -1.6% | 0.0% | -1.7% |
| 6M | +6.8% | -8.3% | +15.2% | +8.6% |
| YTD | +25.8% | -23.8% | +49.6% | +34.2% |
| 1Y | +52.4% | -28.7% | +81.1% | +64.9% |
| 3Y | +94.4% | +49.2% | +45.2% | +56.3% |
| 5Y | +108.2% | +5.5% | +102.7% | +86.3% |
| All | +108.2% | +5.5% | +102.7% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling