+312.1%
ROST vs CPAY
+155.2%
+156.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.4% |
| 7D | +0.2% | -2.0% | +2.2% | +1.0% |
| 30D | -6.9% | -0.4% | -6.5% | -6.8% |
| 3M | -3.3% | +16.4% | -19.7% | -9.5% |
| 6M | +9.0% | +23.5% | -14.5% | -1.4% |
| YTD | +28.9% | +35.7% | -6.8% | +10.0% |
| 1Y | +54.0% | +30.2% | +23.8% | +33.2% |
| 3Y | +100.7% | +49.7% | +51.0% | +54.5% |
| 5Y | +116.0% | +56.6% | +59.5% | +57.9% |
| All | +312.1% | +155.2% | +156.9% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling