+44.4%
ROST vs CLX
+9.5%
+34.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.5% |
| 7D | +0.3% | +9.5% | -9.2% | -1.0% |
| 30D | +0.5% | +30.7% | -30.2% | -2.7% |
| 3M | -5.2% | +4.2% | -9.5% | -6.5% |
| 6M | +9.8% | +22.1% | -12.3% | +6.9% |
| YTD | +29.4% | +14.1% | +15.3% | +20.5% |
| 1Y | +44.4% | +10.3% | +34.0% | +37.2% |
| All | +44.4% | +9.5% | +34.8% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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