-10.9%
CTSH vs RACE
+93.6%
-104.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.0% |
| 7D | -2.7% | -2.5% | -0.2% | -1.9% |
| 30D | +12.4% | +0.8% | +11.6% | +12.1% |
| 3M | +17.4% | +17.2% | +0.2% | +11.4% |
| 6M | -3.1% | +13.6% | -16.7% | -7.4% |
| YTD | -23.6% | +12.2% | -35.8% | -27.1% |
| 1Y | -10.8% | -16.3% | +5.4% | -6.7% |
| 3Y | -8.3% | +36.4% | -44.7% | -25.3% |
| All | -10.9% | +93.6% | -104.5% | -39.3% |
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