+1,914.6%
CLS vs ROST
+300.7%
+1,613.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.0% | -4.2% |
| 7D | +16.3% | +0.3% | +16.0% | +16.3% |
| 30D | -25.7% | +0.5% | -26.1% | -26.2% |
| 3M | -30.9% | -5.2% | -25.6% | -29.7% |
| 6M | -35.5% | +9.8% | -45.3% | -39.8% |
| YTD | -18.7% | +29.4% | -48.1% | -30.2% |
| 1Y | -17.9% | +44.4% | -62.3% | -33.7% |
| 3Y | +838.1% | +95.0% | +743.1% | +544.6% |
| 5Y | +1,971.9% | +111.9% | +1,860.0% | +1,218.5% |
| All | +1,914.6% | +300.7% | +1,613.9% | +1,000.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling