+112.0%
ROST vs CNP
+76.4%
+35.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +0.2% | +1.6% | -1.4% | -0.3% |
| 30D | -10.0% | -0.8% | -9.2% | -9.8% |
| 3M | +1.2% | -3.6% | +4.8% | +2.0% |
| 6M | +8.9% | -6.9% | +15.9% | +10.9% |
| YTD | +28.1% | +6.4% | +21.6% | +24.6% |
| 1Y | +53.0% | +9.9% | +43.0% | +46.9% |
| 3Y | +97.9% | +53.1% | +44.8% | +64.3% |
| 5Y | +112.0% | +72.0% | +40.0% | +64.3% |
| All | +112.0% | +76.4% | +35.6% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling