+312.1%
ROST vs CHTR
-44.7%
+356.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +1.5% |
| 7D | +0.2% | -4.1% | +4.3% | +1.0% |
| 30D | -6.9% | -3.0% | -3.9% | -6.6% |
| 3M | -3.3% | +4.8% | -8.1% | -5.2% |
| 6M | +9.0% | -35.0% | +44.1% | +17.3% |
| YTD | +28.9% | -30.2% | +59.0% | +35.4% |
| 1Y | +54.0% | -44.8% | +98.7% | +71.5% |
| 3Y | +100.7% | -66.6% | +167.3% | +146.5% |
| 5Y | +116.0% | -81.5% | +197.5% | +222.9% |
| All | +312.1% | -44.7% | +356.8% | +339.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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