+34.8%
CTSH vs RACE
+729.2%
-694.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.2% |
| 7D | -2.1% | -1.2% | -0.9% | -1.7% |
| 30D | +1.4% | +6.1% | -4.7% | -0.9% |
| 3M | +7.5% | -0.3% | +7.7% | +7.3% |
| 6M | +39.6% | +23.4% | +16.1% | +27.8% |
| YTD | -22.3% | +12.5% | -34.8% | -27.0% |
| 1Y | -12.0% | -0.5% | -11.5% | -13.3% |
| 3Y | +1.8% | +23.6% | -21.8% | -13.2% |
| 5Y | -15.8% | +65.4% | -81.3% | -38.6% |
| All | +34.8% | +729.2% | -694.4% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling