+35,575.5%
CTSH vs ROST
+11,523.5%
+24,052.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -1.0% | -2.2% |
| 7D | -0.6% | +1.2% | -1.8% | -1.1% |
| 30D | +13.4% | +2.5% | +10.9% | +12.4% |
| 3M | +14.4% | -9.0% | +23.4% | +17.9% |
| 6M | +27.7% | +1.3% | +26.4% | +26.6% |
| YTD | -20.6% | +29.1% | -49.7% | -27.7% |
| 1Y | -9.1% | +45.4% | -54.6% | -20.5% |
| 3Y | +3.1% | +94.9% | -91.8% | -19.2% |
| 5Y | -11.8% | +104.0% | -115.8% | -33.9% |
| 10Y | +42.7% | +314.8% | -272.1% | -19.3% |
| All | +35,575.5% | +11,523.5% | +24,052.0% | +9,726.7% |
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