+43.4%
CL vs ROST
+109.2%
-65.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.2% | +2.1% |
| 7D | +3.2% | +0.3% | +3.0% | +3.2% |
| 30D | +8.0% | +0.5% | +7.6% | +7.9% |
| 3M | +7.9% | -5.2% | +13.1% | +8.5% |
| 6M | +14.7% | +9.8% | +4.9% | +13.0% |
| YTD | +29.2% | +29.4% | -0.2% | +24.4% |
| 1Y | +29.5% | +44.4% | -14.8% | +22.9% |
| 3Y | +40.7% | +95.0% | -54.3% | +27.5% |
| All | +43.4% | +109.2% | -65.9% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling