+94.9%
ROST vs CSGP
-60.4%
+155.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.9% | -1.1% |
| 7D | +1.2% | +1.3% | 0.0% | +1.1% |
| 30D | +2.5% | +10.7% | -8.2% | +0.9% |
| 3M | -9.0% | +3.3% | -12.2% | -9.6% |
| 6M | +1.3% | -10.3% | +11.7% | +2.1% |
| YTD | +29.1% | -54.6% | +83.6% | +43.9% |
| 1Y | +45.4% | -54.6% | +100.1% | +62.0% |
| 3Y | +94.9% | -60.3% | +155.2% | +115.4% |
| All | +94.9% | -60.4% | +155.3% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling