-9.1%
CTSH vs RBA
-3.3%
-5.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.3% |
| 7D | -0.6% | +4.3% | -4.9% | -1.8% |
| 30D | +13.4% | +16.3% | -2.9% | +8.1% |
| 3M | +14.4% | +1.3% | +13.1% | +13.3% |
| 6M | +27.7% | -11.1% | +38.8% | +28.9% |
| YTD | -20.6% | -8.5% | -12.2% | -19.5% |
| 1Y | -9.1% | -2.1% | -7.0% | -10.2% |
| All | -9.1% | -3.3% | -5.8% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling