+316.4%
ROST vs CP
+255.2%
+61.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +3.2% | +2.8% | +0.4% | +1.8% |
| 30D | +7.4% | +11.0% | -3.6% | +1.8% |
| 3M | -6.1% | +3.8% | -9.9% | -8.1% |
| 6M | +6.2% | +9.5% | -3.3% | +0.6% |
| YTD | +33.4% | +28.2% | +5.2% | +15.2% |
| 1Y | +48.8% | +33.0% | +15.8% | +25.8% |
| 3Y | +99.5% | +35.5% | +64.0% | +62.3% |
| 5Y | +112.7% | +25.8% | +86.9% | +76.1% |
| 10Y | +316.4% | +250.7% | +65.7% | +117.1% |
| All | +316.4% | +255.2% | +61.2% | +117.1% |
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