+95.0%
ROST vs CP
+36.4%
+58.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.2% |
| 7D | +0.3% | +2.1% | -1.9% | -0.4% |
| 30D | +0.5% | +9.3% | -8.8% | -2.2% |
| 3M | -5.2% | +0.5% | -5.7% | -5.4% |
| 6M | +9.8% | +10.4% | -0.6% | +6.0% |
| YTD | +29.4% | +28.7% | +0.7% | +17.4% |
| 1Y | +44.4% | +33.2% | +11.2% | +29.2% |
| 3Y | +95.0% | +38.4% | +56.6% | +75.2% |
| All | +95.0% | +36.4% | +58.6% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling