+70,808.4%
ROST vs CP
+7,669.4%
+63,139.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +0.9% | -2.7% | +3.6% | +1.8% |
| 30D | -8.9% | +0.2% | -9.1% | -9.0% |
| 3M | -0.8% | +2.6% | -3.4% | -2.0% |
| 6M | +8.5% | +6.0% | +2.5% | +5.9% |
| YTD | +28.6% | +24.9% | +3.6% | +18.3% |
| 1Y | +52.3% | +20.1% | +32.2% | +41.9% |
| 3Y | +94.8% | +16.4% | +78.5% | +81.5% |
| 5Y | +110.8% | +31.7% | +79.0% | +86.9% |
| 10Y | +304.5% | +223.9% | +80.7% | +170.7% |
| All | +70,808.4% | +7,669.4% | +63,139.0% | +19,284.7% |
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