+52.3%
ROST vs CSGP
-64.9%
+117.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.3% |
| 7D | +0.9% | -4.1% | +5.0% | +1.1% |
| 30D | -8.9% | +2.3% | -11.2% | -8.9% |
| 3M | -0.8% | -8.2% | +7.3% | -0.9% |
| 6M | +8.5% | -35.1% | +43.5% | +9.8% |
| YTD | +28.6% | -54.0% | +82.6% | +32.3% |
| 1Y | +52.3% | -65.3% | +117.6% | +56.6% |
| All | +52.3% | -64.9% | +117.3% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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