+317.8%
ROST vs CNP
+142.1%
+175.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | +6.8% | +5.0% | +1.8% | +4.3% |
| 3M | -4.0% | +2.7% | -6.7% | -5.5% |
| 6M | +12.9% | -1.9% | +14.8% | +13.0% |
| YTD | +34.7% | +8.8% | +26.0% | +28.3% |
| 1Y | +49.5% | +5.6% | +43.8% | +44.1% |
| 3Y | +101.5% | +63.2% | +38.3% | +54.9% |
| 5Y | +120.7% | +73.8% | +46.9% | +62.3% |
| 10Y | +317.8% | +144.0% | +173.8% | +143.3% |
| All | +317.8% | +142.1% | +175.7% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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