+220.0%
ROST vs CLBK
+67.9%
+152.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | +1.2% | -0.3% | +0.5% |
| 30D | -8.9% | +9.1% | -18.0% | -11.9% |
| 3M | -0.8% | +27.7% | -28.5% | -9.6% |
| 6M | +8.5% | +40.8% | -32.3% | -4.8% |
| YTD | +28.6% | +66.4% | -37.8% | +5.5% |
| 1Y | +52.3% | +72.4% | -20.0% | +22.7% |
| 3Y | +94.8% | +50.7% | +44.2% | +58.7% |
| 5Y | +110.8% | +42.9% | +67.8% | +59.4% |
| All | +220.0% | +67.9% | +152.1% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling