+112.3%
ROST vs CP
+32.0%
+80.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.6% |
| 7D | +0.9% | -2.7% | +3.6% | +2.0% |
| 30D | -8.9% | +0.2% | -9.1% | -9.1% |
| 3M | -0.8% | +2.6% | -3.4% | -2.2% |
| 6M | +8.5% | +6.0% | +2.5% | +5.3% |
| YTD | +28.6% | +24.9% | +3.6% | +15.7% |
| 1Y | +52.3% | +20.1% | +32.2% | +39.3% |
| 3Y | +94.8% | +16.4% | +78.5% | +77.1% |
| All | +112.3% | +32.0% | +80.3% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling