+52.7%
ROST vs CPB
-18.4%
+71.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.9% | +0.2% | +5.7% |
| 7D | +7.8% | +13.0% | -5.2% | +7.2% |
| 30D | +8.6% | +20.5% | -12.0% | +7.7% |
| 3M | -1.9% | +2.2% | -4.1% | -2.3% |
| 6M | +9.1% | +15.4% | -6.2% | +8.5% |
| YTD | +37.2% | -12.3% | +49.6% | +36.1% |
| 1Y | +52.7% | -18.0% | +70.7% | +54.6% |
| All | +52.7% | -18.4% | +71.2% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling