+111.6%
ROST vs CPB
-38.5%
+150.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.8% |
| 7D | 0.0% | -8.2% | +8.3% | +1.1% |
| 30D | -10.2% | -5.6% | -4.6% | -9.5% |
| 3M | +1.0% | +3.0% | -1.9% | +0.4% |
| 6M | +8.7% | -12.7% | +21.4% | +10.4% |
| YTD | +27.8% | -18.0% | +45.8% | +30.7% |
| 1Y | +52.7% | -31.7% | +84.4% | +61.0% |
| 3Y | +97.5% | -41.0% | +138.4% | +111.0% |
| 5Y | +111.6% | -38.4% | +150.0% | +120.3% |
| All | +111.6% | -38.5% | +150.1% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling