+108.2%
ROST vs CTAS
+110.0%
-1.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -2.2% | +1.0% | -3.2% | -2.7% |
| 30D | -11.4% | -1.1% | -10.4% | -11.0% |
| 3M | -1.6% | +11.5% | -13.1% | -6.8% |
| 6M | +6.8% | +0.2% | +6.7% | +6.2% |
| YTD | +25.8% | +7.2% | +18.6% | +20.7% |
| 1Y | +52.4% | 0.0% | +52.4% | +51.1% |
| 3Y | +94.4% | +65.9% | +28.5% | +35.4% |
| 5Y | +108.2% | +109.6% | -1.3% | +18.4% |
| All | +108.2% | +110.0% | -1.8% | +18.4% |
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