+53.0%
ROST vs CP
+19.5%
+33.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.2% | +2.4% | -2.2% | -0.1% |
| 30D | -10.0% | -0.5% | -9.4% | -9.9% |
| 3M | +1.2% | +1.4% | -0.2% | +1.1% |
| 6M | +8.9% | +10.3% | -1.4% | +6.6% |
| YTD | +28.1% | +24.3% | +3.8% | +21.5% |
| 1Y | +53.0% | +20.4% | +32.5% | +45.5% |
| All | +53.0% | +19.5% | +33.5% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling