-13.8%
CTSH vs ROST
+53.4%
-67.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -9.8% | -2.5% | -7.3% | -9.1% |
| 30D | +0.1% | -10.3% | +10.4% | +3.1% |
| 3M | +13.2% | -2.6% | +15.8% | +14.1% |
| 6M | -6.2% | +6.5% | -12.7% | -7.4% |
| YTD | -28.5% | +25.9% | -54.4% | -33.1% |
| 1Y | -13.8% | +52.3% | -66.1% | -24.6% |
| All | -13.8% | +53.4% | -67.2% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling