+70,808.4%
ROST vs CHD
+10,220.8%
+60,587.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | -2.7% | +3.6% | +1.6% |
| 30D | -8.9% | -4.6% | -4.3% | -7.8% |
| 3M | -0.8% | +5.0% | -5.8% | -2.1% |
| 6M | +8.5% | -3.2% | +11.7% | +9.1% |
| YTD | +28.6% | +18.6% | +9.9% | +22.9% |
| 1Y | +52.3% | +4.8% | +47.5% | +49.8% |
| 3Y | +94.8% | +6.1% | +88.7% | +89.4% |
| 5Y | +110.8% | +24.0% | +86.8% | +95.5% |
| 10Y | +304.5% | +124.5% | +180.1% | +214.9% |
| All | +70,808.4% | +10,220.8% | +60,587.6% | +25,529.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling