+70,808.3%
ROST vs CNP
+1,826.3%
+68,982.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +0.9% | +1.1% | -0.2% | +0.7% |
| 30D | -8.9% | -1.8% | -7.1% | -8.6% |
| 3M | -0.8% | -4.6% | +3.8% | 0.0% |
| 6M | +8.5% | -8.8% | +17.3% | +10.4% |
| YTD | +28.6% | +5.2% | +23.4% | +26.7% |
| 1Y | +52.3% | +8.3% | +44.0% | +49.0% |
| 3Y | +94.8% | +54.9% | +40.0% | +74.6% |
| 5Y | +110.8% | +73.5% | +37.3% | +83.9% |
| 10Y | +304.5% | +139.1% | +165.4% | +224.1% |
| All | +70,808.3% | +1,826.3% | +68,982.0% | +31,005.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling