+17.6%
CTSH vs RACE
+670.3%
-652.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.0% |
| 7D | +6.4% | +5.7% | +0.8% | +4.2% |
| 30D | +16.3% | +9.3% | +7.0% | +12.5% |
| 3M | +20.0% | +3.8% | +16.2% | +18.1% |
| 6M | +29.9% | +29.8% | +0.2% | +17.0% |
| YTD | -18.4% | +15.6% | -34.0% | -24.0% |
| 1Y | -8.9% | +5.1% | -13.9% | -12.0% |
| 3Y | +6.0% | +30.8% | -24.8% | -10.8% |
| 5Y | -9.3% | +67.4% | -76.7% | -32.8% |
| 10Y | +46.7% | +793.6% | -746.9% | -40.6% |
| All | +17.6% | +670.3% | -652.7% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling