+20.2%
CLF vs ROST
+54.7%
-34.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +6.1% | -15.3% | -9.5% |
| 7D | -7.9% | +7.8% | -15.7% | -8.4% |
| 30D | +5.2% | +8.6% | -3.3% | +4.3% |
| 3M | +4.3% | -1.9% | +6.2% | +5.3% |
| 6M | +25.3% | +9.1% | +16.1% | +22.9% |
| YTD | -3.3% | +37.2% | -40.6% | -8.8% |
| 1Y | +20.2% | +52.7% | -32.5% | +10.4% |
| All | +20.2% | +54.7% | -34.5% | +10.4% |
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