+96.6%
ROST vs CSGP
-61.9%
+158.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | +0.9% | -4.1% | +5.0% | +1.5% |
| 30D | -8.9% | +2.3% | -11.2% | -9.3% |
| 3M | -0.8% | -8.2% | +7.3% | 0.0% |
| 6M | +8.5% | -35.1% | +43.5% | +15.0% |
| YTD | +28.6% | -54.0% | +82.6% | +44.0% |
| 1Y | +52.3% | -65.3% | +117.6% | +81.0% |
| All | +96.6% | -61.9% | +158.5% | +121.7% |
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