+39.9%
CL vs ROST
+103.5%
-63.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.9% |
| 7D | +1.3% | +1.2% | +0.1% | +1.2% |
| 30D | +11.4% | +2.5% | +8.9% | +11.0% |
| 3M | +4.4% | -9.0% | +13.4% | +5.6% |
| 6M | +10.8% | +1.3% | +9.4% | +10.3% |
| YTD | +25.1% | +29.1% | -3.9% | +20.6% |
| 1Y | +28.0% | +45.4% | -17.5% | +21.3% |
| 3Y | +37.6% | +94.9% | -57.2% | +24.7% |
| All | +39.9% | +103.5% | -63.6% | +23.7% |
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