+112.7%
ROST vs CTAS
+116.8%
-4.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +3.2% | +0.7% | +2.5% | +2.9% |
| 30D | +7.4% | +11.3% | -3.9% | +2.4% |
| 3M | -6.1% | +11.4% | -17.5% | -10.6% |
| 6M | +6.2% | +35.6% | -29.4% | -8.2% |
| YTD | +33.4% | +20.7% | +12.7% | +21.4% |
| 1Y | +48.8% | +22.8% | +26.0% | +34.1% |
| 3Y | +99.5% | +73.4% | +26.1% | +39.0% |
| 5Y | +112.7% | +117.6% | -4.9% | +19.3% |
| All | +112.7% | +116.8% | -4.1% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling