+70,808.4%
ROST vs CPB
+325.7%
+70,482.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.4% |
| 7D | +0.9% | -8.6% | +9.5% | +3.1% |
| 30D | -8.9% | -7.2% | -1.7% | -7.3% |
| 3M | -0.8% | +0.9% | -1.7% | -1.6% |
| 6M | +8.5% | -11.8% | +20.3% | +11.1% |
| YTD | +28.6% | -19.4% | +48.0% | +34.2% |
| 1Y | +52.3% | -30.4% | +82.7% | +64.7% |
| 3Y | +94.8% | -40.2% | +135.0% | +115.7% |
| 5Y | +110.8% | -39.5% | +150.3% | +130.2% |
| 10Y | +304.5% | -47.4% | +351.9% | +333.6% |
| All | +70,808.4% | +325.7% | +70,482.7% | +25,655.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling