+2.5%
CTSH vs RBA
+61.6%
-59.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -4.2% | -0.5% | -3.6% | -4.1% |
| 30D | +3.9% | +6.8% | -2.9% | +1.9% |
| 3M | +10.2% | +9.5% | +0.7% | +7.1% |
| 6M | +35.3% | -8.2% | +43.5% | +36.5% |
| YTD | -21.8% | -7.7% | -14.1% | -21.0% |
| 1Y | -12.1% | -6.9% | -5.2% | -11.5% |
| All | +2.5% | +61.6% | -59.1% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling