+52.3%
ROST vs CLBK
+66.6%
-14.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -2.5% | -1.4% | -1.1% | -2.3% |
| 30D | -10.3% | +4.5% | -14.8% | -10.8% |
| 3M | -2.6% | +22.8% | -25.4% | -5.7% |
| 6M | +6.5% | +43.4% | -36.9% | +0.1% |
| YTD | +25.9% | +64.1% | -38.2% | +14.7% |
| 1Y | +52.3% | +67.6% | -15.2% | +37.3% |
| All | +52.3% | +66.6% | -14.2% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling