+3,542.1%
CLS vs ROST
+111.1%
+3,431.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.9% |
| 7D | +12.8% | +0.2% | +12.6% | +12.6% |
| 30D | +3.8% | -10.0% | +13.8% | +9.3% |
| 3M | -14.6% | +1.2% | -15.9% | -16.0% |
| 6M | +32.2% | +8.9% | +23.3% | +24.7% |
| YTD | +11.6% | +28.1% | -16.4% | -3.5% |
| 1Y | +35.1% | +53.0% | -17.9% | +5.6% |
| 3Y | +1,312.5% | +97.9% | +1,214.7% | +857.8% |
| 5Y | +3,542.1% | +112.0% | +3,430.1% | +2,240.4% |
| All | +3,542.1% | +111.1% | +3,431.0% | +2,240.4% |
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 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