+70,808.4%
ROST vs CLX
+2,386.6%
+68,421.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +0.9% | -9.2% | +10.2% | +3.3% |
| 30D | -8.9% | -11.0% | +2.2% | -6.3% |
| 3M | -0.8% | +5.0% | -5.9% | -2.5% |
| 6M | +8.5% | -18.8% | +27.3% | +13.3% |
| YTD | +28.6% | -4.4% | +33.0% | +28.6% |
| 1Y | +52.3% | -21.9% | +74.2% | +60.0% |
| 3Y | +94.8% | -32.8% | +127.6% | +110.5% |
| 5Y | +110.8% | -34.6% | +145.3% | +125.2% |
| 10Y | +304.5% | -4.7% | +309.2% | +263.5% |
| All | +70,808.4% | +2,386.6% | +68,421.8% | +19,413.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling