+4,850.5%
CL vs ROST
+70,186.2%
-65,335.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.4% |
| 7D | -2.2% | +0.9% | -3.1% | -2.3% |
| 30D | -4.8% | -8.9% | +4.1% | -3.8% |
| 3M | +4.9% | -0.8% | +5.7% | +4.9% |
| 6M | -5.7% | +8.5% | -14.2% | -6.8% |
| YTD | +14.4% | +28.6% | -14.2% | +10.7% |
| 1Y | +8.7% | +52.3% | -43.6% | +3.1% |
| 3Y | +30.0% | +94.8% | -64.9% | +19.0% |
| 5Y | +28.4% | +110.8% | -82.4% | +14.9% |
| 10Y | +50.1% | +304.5% | -254.4% | +21.5% |
| All | +4,850.5% | +70,186.2% | -65,335.8% | +2,181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling