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I think that whether we opt for CAGR or rank (or both?), the returns in excess of a benchmark -- the S&P 500 return, for example -- are as important as the "raw" returns, if not more so. Currently we don't report these; would it be difficult to add them to the more-or-less-standard format we've arrived at?

De-lurking to add this:

Last summer I examined screen returns using SPX as the benchmark. In a nutshell, even the very best screens only beat SPX during roughly 2/3 of the monthly periods studied.

Ray brings up an interesting point. A small data error could be enough to erroneously tilt an indicator in favor of the wrong stock. When you're dealing with a three-stock screen that could make a big difference.
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