-17.5%
CLF vs ROST
+95.5%
-113.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +7.6% | +0.9% | +6.6% | +7.1% |
| 30D | -1.2% | -8.9% | +7.7% | +3.4% |
| 3M | -13.4% | -0.8% | -12.6% | -13.6% |
| 6M | +15.4% | +8.5% | +6.9% | +9.1% |
| YTD | -5.9% | +28.6% | -34.5% | -20.2% |
| 1Y | +18.8% | +52.3% | -33.5% | -9.7% |
| All | -17.5% | +95.5% | -113.0% | -45.8% |
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