-14.8%
CTSH vs ROST
+111.1%
-125.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -5.5% | +0.2% | -5.7% | -5.5% |
| 30D | +4.5% | -10.0% | +14.5% | +8.0% |
| 3M | +13.7% | +1.2% | +12.5% | +13.3% |
| 6M | -8.4% | +8.9% | -17.3% | -11.2% |
| YTD | -26.5% | +28.1% | -54.6% | -32.6% |
| 1Y | -13.9% | +53.0% | -66.9% | -25.6% |
| 3Y | -11.3% | +97.9% | -109.2% | -30.4% |
| 5Y | -14.8% | +112.0% | -126.8% | -36.1% |
| All | -14.8% | +111.1% | -125.9% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling