+732.5%
ROST vs CG
+351.2%
+381.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +0.9% | -4.3% | +5.3% | +2.3% |
| 30D | -8.9% | -5.1% | -3.8% | -7.6% |
| 3M | -0.8% | +8.7% | -9.5% | -4.0% |
| 6M | +8.5% | -9.2% | +17.7% | +10.8% |
| YTD | +28.6% | -18.9% | +47.4% | +35.4% |
| 1Y | +52.3% | -25.6% | +78.0% | +64.0% |
| 3Y | +94.8% | +57.3% | +37.6% | +54.7% |
| 5Y | +110.8% | +10.2% | +100.6% | +82.3% |
| 10Y | +304.5% | +364.2% | -59.7% | +132.3% |
| All | +732.5% | +351.2% | +381.3% | +373.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling