+311.1%
ROST vs CP
+259.0%
+52.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | +0.9% | +0.9% | 0.0% | +0.4% |
| 30D | +5.1% | +10.3% | -5.2% | -0.1% |
| 3M | -4.3% | +2.3% | -6.5% | -5.5% |
| 6M | +9.4% | +10.7% | -1.3% | +3.0% |
| YTD | +32.5% | +29.3% | +3.2% | +13.8% |
| 1Y | +46.9% | +31.5% | +15.4% | +25.0% |
| 3Y | +98.1% | +36.7% | +61.4% | +60.4% |
| 5Y | +116.9% | +26.8% | +90.2% | +78.8% |
| All | +311.1% | +259.0% | +52.1% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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