+301.5%
ROST vs CHD
+196.1%
+105.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.8% | -2.6% |
| 7D | +0.3% | +3.6% | -3.4% | -0.5% |
| 30D | +0.5% | +10.4% | -9.9% | -1.5% |
| 3M | -5.2% | +12.2% | -17.4% | -7.4% |
| 6M | +9.8% | +19.9% | -10.1% | +5.7% |
| YTD | +29.4% | +36.4% | -7.0% | +21.1% |
| 1Y | +44.4% | +35.1% | +9.2% | +35.4% |
| 3Y | +95.0% | +29.2% | +65.8% | +83.2% |
| 5Y | +111.9% | +33.4% | +78.5% | +94.8% |
| All | +301.5% | +196.1% | +105.4% | +210.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling