+3,231.7%
CLS vs ROST
+10,977.4%
-7,745.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +4.6% | +0.9% | +3.6% | +4.1% |
| 30D | -13.9% | -8.9% | -5.0% | -10.7% |
| 3M | -26.6% | -0.8% | -25.7% | -26.8% |
| 6M | +15.4% | +8.5% | +6.9% | +10.7% |
| YTD | +5.7% | +28.6% | -22.9% | -5.8% |
| 1Y | +41.1% | +52.3% | -11.2% | +16.6% |
| 3Y | +1,228.6% | +94.8% | +1,133.7% | +887.4% |
| 5Y | +3,240.6% | +110.8% | +3,129.9% | +2,238.8% |
| 10Y | +2,760.3% | +304.5% | +2,455.8% | +1,389.1% |
| All | +3,231.7% | +10,977.4% | -7,745.7% | +310.8% |
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