+37.8%
CTSH vs RBA
+236.6%
-198.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.4% |
| 7D | -2.3% | +2.5% | -4.8% | -3.0% |
| 30D | +7.4% | +11.6% | -4.1% | +4.0% |
| 3M | +10.9% | +1.5% | +9.4% | +10.1% |
| 6M | +24.7% | -6.6% | +31.3% | +25.7% |
| YTD | -22.0% | -6.3% | -15.7% | -21.5% |
| 1Y | -11.2% | -4.0% | -7.2% | -11.2% |
| 3Y | +3.9% | +47.3% | -43.4% | -9.2% |
| 5Y | -13.9% | +47.7% | -61.6% | -26.5% |
| 10Y | +37.8% | +224.7% | -186.9% | -10.5% |
| All | +37.8% | +236.6% | -198.8% | -10.5% |
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