+7.6%
CL vs ROST
+53.6%
-46.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -5.2% | -10.0% | +4.8% | -4.1% |
| 3M | +3.3% | +1.2% | +2.1% | +3.1% |
| 6M | -4.4% | +8.9% | -13.3% | -5.3% |
| YTD | +13.9% | +28.1% | -14.1% | +10.3% |
| 1Y | +7.6% | +53.0% | -45.3% | +2.6% |
| All | +7.6% | +53.6% | -46.0% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling