+222.0%
ROST vs CLBK
+60.9%
+161.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | +0.3% | +0.9% | -0.6% | 0.0% |
| 30D | +0.5% | +3.4% | -2.9% | -0.7% |
| 3M | -5.2% | -4.3% | -1.0% | -3.9% |
| 6M | +9.8% | +28.4% | -18.5% | -0.4% |
| YTD | +29.4% | +59.4% | -30.0% | +7.6% |
| 1Y | +44.4% | +64.8% | -20.5% | +18.5% |
| 3Y | +95.0% | +50.6% | +44.4% | +58.2% |
| 5Y | +111.9% | +28.3% | +83.6% | +70.6% |
| All | +222.0% | +60.9% | +161.2% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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