+11,023.8%
ROST vs CSGP
+3,461.1%
+7,562.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -4.0% |
| 7D | +1.3% | +13.9% | -12.6% | -1.2% |
| 30D | +4.9% | +16.0% | -11.1% | +1.6% |
| 3M | -6.9% | +6.1% | -13.0% | -8.6% |
| 6M | +3.8% | -8.2% | +12.0% | +4.2% |
| YTD | +31.4% | -52.3% | +83.7% | +47.6% |
| 1Y | +46.2% | -54.5% | +100.7% | +65.6% |
| 3Y | +99.8% | -58.6% | +158.4% | +127.3% |
| 5Y | +107.6% | -61.5% | +169.1% | +136.6% |
| 10Y | +322.2% | +74.7% | +247.6% | +274.2% |
| All | +11,023.8% | +3,461.1% | +7,562.7% | +6,580.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling