+98.6%
ROST vs CP
+19.6%
+78.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +0.9% | -2.7% | +3.6% | +1.7% |
| 30D | -8.9% | +0.2% | -9.1% | -9.0% |
| 3M | -0.8% | +2.6% | -3.4% | -1.8% |
| 6M | +8.5% | +6.0% | +2.5% | +5.9% |
| YTD | +28.6% | +24.9% | +3.6% | +17.9% |
| 1Y | +52.3% | +20.1% | +32.2% | +41.6% |
| All | +98.6% | +19.6% | +78.9% | +78.4% |
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 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