-51.4%
CLF vs ROST
+103.5%
-154.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +2.5% |
| 7D | -19.6% | +1.2% | -20.8% | -20.1% |
| 30D | -5.0% | +2.5% | -7.4% | -6.5% |
| 3M | -6.3% | -9.0% | +2.7% | -2.9% |
| 6M | +2.8% | +1.3% | +1.4% | +0.6% |
| YTD | -13.7% | +29.1% | -42.8% | -25.2% |
| 1Y | +13.6% | +45.4% | -31.8% | -7.4% |
| 3Y | -34.0% | +94.9% | -128.8% | -53.2% |
| All | -51.4% | +103.5% | -154.9% | -68.6% |
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