+73,489.3%
ROST vs CNP
+1,902.6%
+71,586.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.6% |
| 7D | +3.2% | -3.0% | +6.2% | +3.8% |
| 30D | +7.4% | +6.8% | +0.6% | +5.8% |
| 3M | -6.1% | +3.6% | -9.7% | -7.0% |
| 6M | +6.2% | 0.0% | +6.2% | +5.9% |
| YTD | +33.4% | +9.4% | +24.0% | +30.2% |
| 1Y | +48.8% | +6.8% | +42.0% | +45.9% |
| 3Y | +99.5% | +64.2% | +35.4% | +76.5% |
| 5Y | +112.7% | +76.0% | +36.6% | +84.8% |
| 10Y | +316.4% | +143.3% | +173.1% | +231.8% |
| All | +73,489.3% | +1,902.6% | +71,586.7% | +31,868.3% |
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 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