+27.8%
CL vs ROST
+47.7%
-19.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.1% | +1.0% |
| 7D | +0.5% | +2.8% | -2.3% | 0.0% |
| 30D | +11.6% | +6.6% | +5.0% | +10.5% |
| 3M | +5.6% | -7.0% | +12.6% | +6.3% |
| 6M | +13.2% | +5.4% | +7.8% | +12.2% |
| YTD | +26.9% | +32.4% | -5.4% | +20.2% |
| All | +27.8% | +47.7% | -19.9% | +16.8% |
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