-12.2%
CTSH vs RACE
+69.7%
-81.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | +9.8% | +6.6% | +3.2% | +7.6% |
| 3M | +12.1% | +2.2% | +9.9% | +11.2% |
| 6M | +27.4% | +22.4% | +5.0% | +19.1% |
| YTD | -20.3% | +13.8% | -34.1% | -24.4% |
| 1Y | -8.8% | +2.2% | -11.0% | -10.4% |
| 3Y | +4.0% | +25.6% | -21.6% | -11.5% |
| 5Y | -12.2% | +71.0% | -83.2% | -36.9% |
| All | -12.2% | +69.7% | -81.9% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling