PERMNO date RET vwretd ewretd sprtrn 14593 20010131 0.453782 0.039599 0.225012 0.034637 14593 20010228 -0.156069 -0.099099 -0.074508 -0.092291 14593 20010330 0.209315 -0.070390 -0.072696 -0.064205 14593 20010430 0.154961 0.083831 0.076441 0.076814 14593 20010531 -0.217340 0.010458 0.062201 0.005090 14593 20010629 0.165413 -0.017554 0.007720 -0.025004 14593 20010731 -0.191828 -0.018294 -0.028407 -0.010772 14593 20010831 -0.012773 -0.058980 -0.035009 -0.064108 14593 20010928 -0.163881 -0.091488 -0.127801 -0.081723 14593 20011031 0.132173 0.027833 0.078105 0.018099 14593 20011130 0.212984 0.078780 0.080810 0.075176 14593 20011231 0.028169 0.017848 0.057742 0.007574 14593 20020131 0.128767 -0.015977 0.018178 -0.015574 14593 20020228 -0.122168 -0.021695 -0.033060 -0.020766 14593 20020328 0.090783 0.044682 0.074666 0.036739 14593 20020430 0.025349 -0.049617 -0.003169 -0.061418 14593 20020531 -0.039967 -0.010523 -0.015518 -0.009081 14593 20020628 -0.239485 -0.070249 -0.067318 -0.072465 14593 20020731 -0.138826 -0.081152 -0.107499 -0.078995 14593 20020830 -0.033421 0.007979 0.006337 0.004881 14593 20020930 -0.016949 -0.099920 -0.084490 -0.110013 14593 20021031 0.108276 0.074923 0.042773 0.086436 14593 20021129 -0.035470 0.061271 0.117775 0.057070 14593 20021231 -0.075484 -0.053313 -0.040159 -0.060333 14593 20030131 0.002093 -0.023392 0.006068 -0.027415 14593 20030228 0.045265 -0.015390 -0.021448 -0.017004 14593 20030331 -0.057961 0.010325 0.009434 0.008358 14593 20030430 0.005658 0.082762 0.098222 0.081044 14593 20030530 0.262307 0.063471 0.133177 0.050899 14593 20030630 0.061838 0.016336 0.049741 0.011322 14593 20030731 0.105981 0.023112 0.061927 0.016224 14593 20030829 0.072581 0.024966 0.047429 0.017873 14593 20030930 -0.083591 -0.009112 0.025239 -0.011944 14593 20031031 0.104730 0.060319 0.080930 0.054962 14593 20031128 -0.086501 0.016593 0.038147 0.007129 14593 20031231 0.021999 0.045489 0.038908 0.050765 14593 20040130 0.055685 0.023049 0.065763 0.017276 14593 20040227 0.060284 0.015458 0.013720 0.012209 14593 20040331 0.130435 -0.010674 0.006293 -0.016359 14593 20040430 -0.046598 -0.024232 -0.043590 -0.016791 14593 20040528 0.088441 0.014068 0.002592 0.012083 14593 20040630 0.159658 0.021578 0.022729 0.017989 14593 20040730 -0.006146 -0.037666 -0.051082 -0.034291 14593 20040831 0.066481 0.002714 -0.004725 0.002287 14593 20040930 0.123514 0.020547 0.041594 0.009364 14593 20041029 0.352258 0.017805 0.020837 0.014014 14593 20041130 0.279580 0.048207 0.079929 0.038595 14593 20041231 -0.039523 0.035177 0.052920 0.032458 14593 20050131 0.194099 -0.026552 -0.029278 -0.025290 14593 20050228 0.166710 0.022681 0.016637 0.018903 14593 20050331 -0.071110 -0.016948 -0.031835 -0.019118 14593 20050429 -0.134629 -0.025185 -0.046509 -0.020109 14593 20050531 0.102587 0.037954 0.043808 0.029952 14593 20050630 -0.074179 0.011533 0.032153 -0.000143 14593 20050729 0.158653 0.043325 0.058745 0.035968 14593 20050831 0.099414 -0.005946 -0.007217 -0.011222 14593 20050930 0.143314 0.010606 0.010530 0.006949 14593 20051031 0.074240 -0.020877 -0.033876 -0.017741 14593 20051130 0.177635 0.040329 0.034319 0.035186 14593 20051230 0.060012 0.003456 0.013484 -0.000952 14593 20060131 0.050355 0.040033 0.076354 0.025467 14593 20060228 -0.092968 -0.001640 0.004836 0.000453 14593 20060331 -0.084246 0.019053 0.036978 0.011065 14593 20060428 0.122290 0.012964 0.009791 0.012187 14593 20060531 -0.150874 -0.031045 -0.044331 -0.030917 14593 20060630 -0.041827 -0.000386 -0.008479 0.000087 14593 20060731 0.186660 -0.001884 -0.022698 0.005086 14593 20060831 -0.001619 0.025048 0.025011 0.021274 14593 20060929 0.134562 0.019424 0.009006 0.024566 14593 20061031 0.053261 0.037134 0.046211 0.031508 14593 20061130 0.130488 0.023705 0.031168 0.016467 14593 20061229 -0.074405 0.010854 0.014800 0.012616 14593 20070131 0.010490 0.019404 0.022283 0.014059 14593 20070228 -0.013064 -0.013994 0.002110 -0.021846 14593 20070330 0.098097 0.012946 0.006545 0.009980 14593 20070430 0.074158 0.039821 0.027044 0.043291 14593 20070531 0.214339 0.038932 0.023123 0.032549 14593 20070629 0.007005 -0.014754 -0.007906 -0.017816 14593 20070731 0.079646 -0.031758 -0.043537 -0.031982 14593 20070831 0.051002 0.011631 -0.011737 0.012864 14593 20070928 0.108247 0.040849 0.025363 0.035794 14593 20071031 0.237701 0.025833 0.017406 0.014822 14593 20071130 -0.040695 -0.049327 -0.076617 -0.044043 14593 20071231 0.087038 -0.004428 -0.010989 -0.008628 14593 20080131 -0.316640 -0.062147 -0.045082 -0.061163 14593 20080229 -0.076389 -0.021664 -0.021401 -0.034761 14593 20080331 0.147816 -0.010420 -0.025310 -0.005960 14593 20080430 0.212195 0.051106 0.031907 0.047547 14593 20080530 0.085082 0.023841 0.031786 0.010674 14593 20080630 -0.112901 -0.078433 -0.086625 -0.085962 14593 20080731 -0.050705 -0.013328 -0.001296 -0.009859 14593 20080829 0.066562 0.010563 0.013023 0.012191 14593 20080930 -0.329558 -0.098007 -0.120095 -0.090791 14593 20081031 -0.053405 -0.184603 -0.205222 -0.169425 14593 20081128 -0.138675 -0.084615 -0.130320 -0.074849 14593 20081231 -0.078990 0.022148 0.042177 0.007822 14593 20090130 0.056005 -0.077324 -0.024042 -0.085657 14593 20090227 -0.009098 -0.100212 -0.107667 -0.109931 14593 20090331 0.177024 0.086690 0.107470 0.085405 14593 20090430 0.197013 0.109359 0.192762 0.093925 14593 20090529 0.079313 0.067789 0.102330 0.053081 14593 20090630 0.048745 -0.003098 0.023921 0.000196 14593 20090731 0.147160 0.081719 0.085217 0.074142 14593 20090831 0.029500 0.031459 0.056864 0.033560 14593 20090930 0.101896 0.045222 0.071251 0.035723 14593 20091030 0.016995 -0.027993 -0.050612 -0.019762 14593 20091130 0.060531 0.057098 0.028444 0.057364 14593 20091231 0.054134 0.028419 0.055000 0.017771 14593 20100129 -0.088591 -0.037096 -0.011388 -0.036974 14593 20100226 0.065380 0.034775 0.033603 0.028514 14593 20100331 0.148470 0.063605 0.069271 0.058796 14593 20100430 0.111021 0.020043 0.057837 0.014759 14593 20100528 -0.016125 -0.079137 -0.076968 -0.081976 14593 20100630 -0.020827 -0.050717 -0.056666 -0.053882 14593 20100730 0.022741 0.070293 0.059958 0.068778 14593 20100831 -0.055005 -0.042813 -0.047592 -0.047449 14593 20100930 0.167215 0.091517 0.096370 0.087551 14593 20101029 0.060723 0.038531 0.040681 0.036856 14593 20101130 0.033790 0.005107 0.010661 -0.002290 14593 20101231 0.036670 0.067150 0.068774 0.065300 14593 20110131 0.051959 0.019157 0.014412 0.022646 14593 20110228 0.040935 0.038165 0.037036 0.031957 14593 20110331 -0.013314 0.003366 0.008605 -0.001047 14593 20110429 0.004656 0.028688 0.019203 0.028495 14593 20110531 -0.006569 -0.014935 -0.018550 -0.013501 14593 20110630 -0.034960 -0.018395 -0.024106 -0.018258 14593 20110729 0.163285 -0.022469 -0.021813 -0.021474 14593 20110831 -0.014469 -0.057472 -0.075715 -0.056791 14593 20110930 -0.009121 -0.084873 -0.100921 -0.071762 14593 20111031 0.061523 0.113982 0.107697 0.107723 14593 20111130 -0.055783 -0.006226 -0.020645 -0.005059 14593 20111230 0.059655 0.003702 -0.003561 0.008533 14593 20120131 0.127111 0.054077 0.085342 0.043583 14593 20120229 0.188311 0.041186 0.036494 0.040589 14593 20120330 0.105284 0.023994 0.017600 0.031332 14593 20120430 -0.025969 -0.006801 -0.009106 -0.007497 14593 20120531 -0.010702 -0.065531 -0.068438 -0.062651 14593 20120629 0.010853 0.038156 0.034177 0.039555 14593 20120731 0.045822 0.010266 -0.003281 0.012598 14593 20120831 0.093539 0.026265 0.024820 0.019763 14593 20120928 0.002803 0.026539 0.034924 0.024236 14593 20121031 -0.107607 -0.014101 -0.013487 -0.019789 14593 20121130 -0.012413 0.006193 0.002790 0.002847 14593 20121231 -0.090738 0.012531 0.021872 0.007068 14593 20130131 -0.144094 0.054093 0.063509 0.050428 14593 20130228 -0.025116 0.008331 0.003500 0.011061 14593 20130328 0.002855 0.035274 0.031412 0.035988 14593 20130430 0.000271 0.014945 0.002477 0.018086 14593 20130531 0.022596 0.019066 0.023973 0.020763 14593 20130628 -0.118303 -0.015039 -0.013012 -0.014999 14593 20130731 0.141225 0.052681 0.054898 0.049462 14593 20130830 0.083389 -0.025714 -0.017278 -0.031298 14593 20130930 -0.021481 0.037477 0.051828 0.029749 14593 20131031 0.096386 0.039851 0.025762 0.044596 14593 20131129 0.069673 0.024947 0.023398 0.028049 14593 20131231 0.008902 0.026126 0.025242 0.023563 14593 20140131 -0.107697 -0.029957 -0.001282 -0.035583 14593 20140228 0.057311 0.046173 0.044257 0.043117 14593 20140331 0.019953 0.004469 0.001027 0.006932 14593 20140430 0.099396 0.001660 -0.022319 0.006201 14593 20140530 0.078293 0.020218 0.006647 0.021030 14593 20140630 0.027662 0.027941 0.039496 0.019058 14593 20140731 0.028731 -0.020524 -0.035223 -0.015080 14593 20140829 0.077092 0.040171 0.033687 0.037655 14593 20140930 -0.017073 -0.025129 -0.045004 -0.015514 14593 20141031 0.071960 0.021176 0.014195 0.023201 14593 20141128 0.105556 0.021150 -0.002457 0.024534 14593 20141231 -0.071891 -0.003616 -0.000214 -0.004189 14593 20150130 0.061424 -0.027152 -0.019073 -0.031041 14593 20150227 0.100461 0.055948 0.054123 0.054893 14593 20150331 -0.031372 -0.010439 -0.005137 -0.017396 14593 20150430 0.005786 0.008722 0.015127 0.008521 14593 20150529 0.045146 0.010323 0.003956 0.010491 14593 20150630 -0.037266 -0.019258 -0.013477 -0.021012 14593 20150731 -0.032888 0.012095 -0.027148 0.019742 14593 20150831 -0.066117 -0.059993 -0.047289 -0.062581 14593 20150930 -0.021816 -0.033735 -0.049941 -0.026443 14593 20151030 0.083409 0.073960 0.052846 0.082983 14593 20151130 -0.005690 0.002442 0.007330 0.000505 14593 20151231 -0.110228 -0.022261 -0.035915 -0.017530