+2,104.6%
CLS vs ROST
+11,018.1%
-8,913.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.3% |
| 7D | -22.2% | +1.2% | -23.4% | -22.7% |
| 30D | -44.4% | +2.5% | -46.8% | -45.3% |
| 3M | -34.3% | -9.0% | -25.3% | -32.3% |
| 6M | -50.1% | +1.3% | -51.4% | -51.2% |
| YTD | -30.1% | +29.1% | -59.1% | -38.2% |
| 1Y | -39.3% | +45.4% | -84.8% | -49.2% |
| 3Y | +732.7% | +94.9% | +637.9% | +513.8% |
| 5Y | +1,777.2% | +104.0% | +1,673.2% | +1,222.4% |
| 10Y | +1,645.6% | +314.8% | +1,330.8% | +793.7% |
| All | +2,104.6% | +11,018.1% | -8,913.5% | +169.4% |
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 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