+70,808.4%
ROST vs CTAS
+23,129.2%
+47,679.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.9% | -1.8% | +2.8% | +1.6% |
| 30D | -8.9% | -0.2% | -8.7% | -8.9% |
| 3M | -0.8% | +11.7% | -12.5% | -5.0% |
| 6M | +8.5% | +0.7% | +7.8% | +7.6% |
| YTD | +28.6% | +7.4% | +21.2% | +24.4% |
| 1Y | +52.3% | -2.1% | +54.4% | +52.3% |
| 3Y | +94.8% | +62.9% | +31.9% | +59.4% |
| 5Y | +110.8% | +111.9% | -1.1% | +56.7% |
| 10Y | +304.5% | +652.2% | -347.7% | +99.1% |
| All | +70,808.4% | +23,129.2% | +47,679.2% | +12,862.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling