+37.1%
CTSH vs RBA
+209.3%
-172.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | +8.0% | +9.0% | -1.0% | +5.2% |
| 3M | +10.6% | +7.2% | +3.4% | +8.2% |
| 6M | +32.5% | -7.8% | +40.3% | +34.2% |
| YTD | -21.0% | -6.4% | -14.6% | -20.4% |
| 1Y | -9.9% | -4.2% | -5.7% | -9.9% |
| 3Y | +3.1% | +64.1% | -60.9% | -12.3% |
| 5Y | -13.4% | +48.4% | -61.8% | -26.2% |
| 10Y | +37.1% | +209.9% | -172.8% | -11.2% |
| All | +37.1% | +209.3% | -172.2% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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