+34,247.0%
CTSH vs ROST
+11,481.0%
+22,766.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -2.7% | +0.9% | -3.6% | -3.0% |
| 30D | +12.4% | -8.9% | +21.3% | +15.8% |
| 3M | +17.4% | -0.8% | +18.2% | +17.6% |
| 6M | -3.1% | +8.5% | -11.6% | -6.1% |
| YTD | -23.6% | +28.6% | -52.2% | -30.2% |
| 1Y | -10.8% | +52.3% | -63.2% | -23.2% |
| 3Y | -8.3% | +94.8% | -103.1% | -28.1% |
| 5Y | -11.3% | +110.8% | -122.1% | -34.3% |
| 10Y | +22.6% | +304.5% | -281.9% | -30.2% |
| All | +34,247.0% | +11,481.0% | +22,766.0% | +9,380.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling