+302.7%
ROST vs CTAS
+675.6%
-372.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.6% |
| 7D | -2.5% | -1.3% | -1.2% | -1.7% |
| 30D | -10.3% | -3.1% | -7.2% | -8.7% |
| 3M | -2.6% | +10.3% | -12.9% | -8.6% |
| 6M | +6.5% | +1.6% | +4.9% | +4.4% |
| YTD | +25.9% | +6.3% | +19.6% | +19.8% |
| 1Y | +52.3% | -0.5% | +52.8% | +50.4% |
| 3Y | +94.6% | +64.6% | +30.0% | +33.8% |
| 5Y | +111.1% | +106.0% | +5.1% | +23.5% |
| All | +302.7% | +675.6% | -372.9% | +23.9% |
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