+630.6%
CLF vs ROST
+70,444.2%
-69,813.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +2.2% |
| 7D | -19.6% | +1.2% | -20.8% | -19.9% |
| 30D | -5.0% | +2.5% | -7.4% | -5.9% |
| 3M | -6.3% | -9.0% | +2.7% | -4.2% |
| 6M | +2.8% | +1.3% | +1.4% | +1.6% |
| YTD | -13.7% | +29.1% | -42.8% | -20.5% |
| 1Y | +13.6% | +45.4% | -31.8% | +1.1% |
| 3Y | -34.0% | +94.9% | -128.8% | -45.8% |
| 5Y | -48.7% | +104.0% | -152.7% | -59.1% |
| 10Y | +113.4% | +314.8% | -201.4% | +47.0% |
| All | +630.6% | +70,444.2% | -69,813.6% | +173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling