+1,588.5%
ROST vs CPAY
+1,524.4%
+64.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -2.2% | -2.5% | +0.2% | -1.3% |
| 30D | -11.4% | +1.3% | -12.7% | -11.9% |
| 3M | -1.6% | +13.5% | -15.1% | -6.3% |
| 6M | +6.8% | +24.7% | -17.9% | -2.5% |
| YTD | +25.8% | +34.9% | -9.1% | +10.0% |
| 1Y | +52.4% | +29.7% | +22.7% | +34.7% |
| 3Y | +94.4% | +49.4% | +45.0% | +56.7% |
| 5Y | +108.2% | +53.5% | +54.7% | +62.4% |
| 10Y | +308.5% | +152.5% | +156.0% | +174.2% |
| All | +1,588.5% | +1,524.4% | +64.2% | +668.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling