+311.1%
ROST vs CTAS
+817.6%
-506.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +0.9% | +0.5% | +0.4% | +0.6% |
| 30D | +5.1% | +10.2% | -5.1% | -0.7% |
| 3M | -4.3% | +12.1% | -16.3% | -10.6% |
| 6M | +9.4% | +38.3% | -28.9% | -10.5% |
| YTD | +32.5% | +21.9% | +10.6% | +16.2% |
| 1Y | +46.9% | +24.0% | +22.9% | +27.4% |
| 3Y | +98.1% | +75.1% | +23.0% | +32.0% |
| 5Y | +116.9% | +116.9% | 0.0% | +23.4% |
| All | +311.1% | +817.6% | -506.5% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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