+1,312.5%
CLS vs ROST
+97.5%
+1,215.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +6.0% |
| 7D | +12.8% | 0.0% | +12.7% | +12.7% |
| 30D | +3.8% | -10.2% | +14.0% | +10.0% |
| 3M | -14.6% | +1.0% | -15.7% | -16.1% |
| 6M | +32.2% | +8.7% | +23.5% | +23.4% |
| YTD | +11.6% | +27.8% | -16.2% | -5.8% |
| 1Y | +35.1% | +52.7% | -17.6% | +1.4% |
| 3Y | +1,312.5% | +97.5% | +1,215.1% | +756.9% |
| All | +1,312.5% | +97.5% | +1,215.1% | +756.9% |
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