+96.1%
ROST vs CPAY
+49.2%
+47.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -2.5% | -2.7% | +0.2% | -2.0% |
| 30D | -10.3% | +0.6% | -10.9% | -10.4% |
| 3M | -2.6% | +17.0% | -19.6% | -5.6% |
| 6M | +6.5% | +24.1% | -17.6% | +1.9% |
| YTD | +25.9% | +35.7% | -9.8% | +17.1% |
| 1Y | +52.3% | +34.0% | +18.3% | +41.8% |
| All | +96.1% | +49.2% | +47.0% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling