+52.7%
ROST vs CSGP
-53.2%
+106.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.0% | +2.1% | +5.8% |
| 7D | +7.8% | +18.3% | -10.5% | +6.8% |
| 30D | +8.6% | +17.8% | -9.2% | +7.8% |
| 3M | -1.9% | +9.3% | -11.2% | -2.2% |
| 6M | +9.1% | -7.9% | +17.1% | +8.8% |
| YTD | +37.2% | -51.5% | +88.8% | +39.5% |
| 1Y | +52.7% | -53.3% | +106.1% | +58.4% |
| All | +52.7% | -53.2% | +106.0% | +58.4% |
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