+53.4%
CL vs ROST
+303.5%
-250.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -5.2% | -10.0% | +4.8% | -3.8% |
| 3M | +3.3% | +1.2% | +2.1% | +3.0% |
| 6M | -4.4% | +8.9% | -13.3% | -5.8% |
| YTD | +13.9% | +28.1% | -14.1% | +9.4% |
| 1Y | +7.6% | +53.0% | -45.3% | +0.6% |
| 3Y | +29.6% | +97.9% | -68.3% | +15.7% |
| 5Y | +28.1% | +112.0% | -83.9% | +11.5% |
| 10Y | +53.4% | +303.0% | -249.6% | +19.9% |
| All | +53.4% | +303.5% | -250.1% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ROST 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling