+38.7%
CTSH vs ROST
+317.2%
-278.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.9% |
| 7D | +1.8% | +3.2% | -1.3% | +0.6% |
| 30D | +9.8% | +7.4% | +2.4% | +6.9% |
| 3M | +12.1% | -6.1% | +18.2% | +14.4% |
| 6M | +27.4% | +6.2% | +21.2% | +24.1% |
| YTD | -20.3% | +33.4% | -53.7% | -28.7% |
| 1Y | -8.8% | +48.8% | -57.6% | -21.6% |
| 3Y | +4.0% | +99.5% | -95.5% | -20.7% |
| 5Y | -12.2% | +112.7% | -124.9% | -36.5% |
| 10Y | +38.7% | +316.4% | -277.7% | -13.6% |
| All | +38.7% | +317.2% | -278.5% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling