+34.1%
CTSH vs ROST
+300.7%
-266.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.3% |
| 7D | -2.6% | +0.3% | -2.9% | -2.8% |
| 30D | +0.9% | +0.5% | +0.4% | +0.5% |
| 3M | +6.9% | -5.2% | +12.1% | +8.7% |
| 6M | +38.8% | +9.8% | +29.0% | +33.6% |
| YTD | -22.7% | +29.4% | -52.1% | -30.2% |
| 1Y | -12.4% | +44.4% | -56.8% | -23.9% |
| 3Y | +1.3% | +95.0% | -93.7% | -22.2% |
| 5Y | -16.3% | +111.9% | -128.1% | -39.4% |
| All | +34.1% | +300.7% | -266.5% | -15.9% |
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