-23.4%
CLF vs ROST
+94.3%
-117.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.2% |
| 7D | +10.4% | +0.3% | +10.1% | +10.4% |
| 30D | +0.6% | +0.5% | +0.1% | +0.1% |
| 3M | +4.1% | -5.2% | +9.4% | +6.3% |
| 6M | +15.1% | +9.8% | +5.3% | +7.8% |
| YTD | -4.7% | +29.4% | -34.1% | -19.7% |
| 1Y | +20.4% | +44.4% | -24.0% | -5.6% |
| 3Y | -23.4% | +95.0% | -118.4% | -46.8% |
| All | -23.4% | +94.3% | -117.7% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling