+316.4%
ROST vs CPB
-40.9%
+357.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +3.2% | +2.9% | +0.3% | +2.9% |
| 30D | +7.4% | +17.6% | -10.2% | +6.0% |
| 3M | -6.1% | +2.0% | -8.1% | -6.3% |
| 6M | +6.2% | +11.6% | -5.4% | +5.0% |
| YTD | +33.4% | -13.8% | +47.2% | +34.5% |
| 1Y | +48.8% | -21.6% | +70.4% | +51.2% |
| 3Y | +99.5% | -35.8% | +135.4% | +105.5% |
| 5Y | +112.7% | -33.3% | +146.0% | +119.7% |
| 10Y | +316.4% | -39.4% | +355.9% | +327.2% |
| All | +316.4% | -40.9% | +357.3% | +327.2% |
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