-47.8%
CLF vs ROST
+111.8%
-159.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.0% |
| 3M | -13.4% | -0.8% | -12.6% | -13.4% |
| 6M | +15.4% | +8.5% | +6.9% | +10.2% |
| YTD | -5.9% | +28.6% | -34.5% | -17.7% |
| 1Y | +18.8% | +52.3% | -33.5% | -4.5% |
| 3Y | -19.4% | +94.8% | -114.2% | -42.4% |
| All | -47.8% | +111.8% | -159.5% | -66.7% |
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