+52.3%
ROST vs CHD
+7.1%
+45.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | -2.7% | +3.6% | +1.4% |
| 30D | -8.9% | -4.6% | -4.3% | -8.3% |
| 3M | -0.8% | +5.0% | -5.8% | -1.2% |
| 6M | +8.5% | -3.2% | +11.7% | +8.6% |
| YTD | +28.6% | +18.6% | +9.9% | +25.4% |
| 1Y | +52.3% | +4.8% | +47.5% | +52.4% |
| All | +52.3% | +7.1% | +45.3% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling