+21.0%
CTSH vs ROST
+299.2%
-278.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.3% |
| 7D | -8.2% | -2.2% | -6.0% | -7.5% |
| 30D | +0.4% | -11.4% | +11.8% | +4.7% |
| 3M | +10.6% | -1.6% | +12.2% | +11.2% |
| 6M | -8.8% | +6.8% | -15.6% | -11.4% |
| YTD | -28.6% | +25.8% | -54.4% | -34.7% |
| 1Y | -15.9% | +52.4% | -68.3% | -28.3% |
| 3Y | -13.9% | +94.4% | -108.2% | -33.6% |
| 5Y | -17.1% | +108.2% | -125.3% | -39.5% |
| 10Y | +21.0% | +308.5% | -287.5% | -21.8% |
| All | +21.0% | +299.2% | -278.2% | -21.8% |
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