-16.2%
CTSH vs RACE
+64.4%
-80.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -2.6% | -1.2% | -1.4% | -2.3% |
| 30D | +0.9% | +6.1% | -5.3% | -1.0% |
| 3M | +6.9% | -0.3% | +7.2% | +6.8% |
| 6M | +38.8% | +23.4% | +15.4% | +29.4% |
| YTD | -22.7% | +12.5% | -35.2% | -26.5% |
| 1Y | -12.4% | -0.5% | -11.9% | -13.2% |
| 3Y | +1.3% | +23.6% | -22.3% | -13.4% |
| All | -16.2% | +64.4% | -80.6% | -38.9% |
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