+73,489.2%
ROST vs CTAS
+26,004.1%
+47,485.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +3.2% | +0.7% | +2.5% | +3.0% |
| 30D | +7.4% | +11.3% | -3.9% | +3.4% |
| 3M | -6.1% | +11.4% | -17.5% | -9.7% |
| 6M | +6.2% | +35.6% | -29.4% | -5.3% |
| YTD | +33.4% | +20.7% | +12.7% | +23.7% |
| 1Y | +48.8% | +22.8% | +26.0% | +37.0% |
| 3Y | +99.5% | +73.4% | +26.1% | +59.7% |
| 5Y | +112.7% | +117.6% | -4.9% | +56.4% |
| 10Y | +316.4% | +818.4% | -502.0% | +91.6% |
| All | +73,489.2% | +26,004.1% | +47,485.2% | +12,787.4% |
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 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