+71,068.6%
ROST vs CP
+7,734.8%
+63,333.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.2% |
| 7D | +1.2% | +2.8% | -1.5% | +0.4% |
| 30D | +2.5% | +10.2% | -7.7% | -0.8% |
| 3M | -9.0% | +2.4% | -11.3% | -9.8% |
| 6M | +1.3% | +7.7% | -6.3% | -1.5% |
| YTD | +29.1% | +26.0% | +3.1% | +18.4% |
| 1Y | +45.4% | +34.6% | +10.8% | +30.4% |
| 3Y | +94.9% | +26.7% | +68.2% | +76.5% |
| 5Y | +104.0% | +24.9% | +79.1% | +84.2% |
| 10Y | +314.8% | +258.6% | +56.2% | +169.7% |
| All | +71,068.6% | +7,734.8% | +63,333.8% | +19,295.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling