+52.3%
ROST vs CLX
-25.7%
+78.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -2.5% | -5.9% | +3.4% | -1.9% |
| 30D | -10.3% | -17.0% | +6.8% | -8.7% |
| 3M | -2.6% | -9.6% | +7.0% | -1.6% |
| 6M | +6.5% | -21.5% | +28.0% | +10.2% |
| YTD | +25.9% | -8.8% | +34.7% | +23.5% |
| 1Y | +52.3% | -24.7% | +77.0% | +54.0% |
| All | +52.3% | -25.7% | +78.0% | +54.0% |
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