+308.5%
ROST vs CPB
-44.2%
+352.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.8% |
| 7D | -2.2% | -8.0% | +5.8% | -1.6% |
| 30D | -11.4% | -2.4% | -9.0% | -11.3% |
| 3M | -1.6% | +0.5% | -2.2% | -1.8% |
| 6M | +6.8% | -10.5% | +17.3% | +7.5% |
| YTD | +25.8% | -17.5% | +43.3% | +27.4% |
| 1Y | +52.4% | -31.0% | +83.4% | +56.8% |
| 3Y | +94.4% | -40.6% | +135.0% | +101.7% |
| 5Y | +108.2% | -37.7% | +145.9% | +116.3% |
| 10Y | +308.5% | -43.4% | +351.9% | +323.1% |
| All | +308.5% | -44.2% | +352.7% | +323.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling