+97.9%
ROST vs CTAS
+65.1%
+32.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.2% | 0.0% | +0.3% | +0.2% |
| 30D | -10.0% | -1.0% | -9.0% | -9.7% |
| 3M | +1.2% | +15.8% | -14.5% | -2.9% |
| 6M | +8.9% | -1.0% | +9.9% | +8.9% |
| YTD | +28.1% | +7.4% | +20.6% | +24.9% |
| 1Y | +53.0% | -0.1% | +53.1% | +52.2% |
| 3Y | +97.9% | +66.3% | +31.6% | +67.7% |
| All | +97.9% | +65.1% | +32.8% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling