-10.9%
CTSH vs RBA
+45.3%
-56.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | -2.7% | -2.9% | +0.2% | -2.0% |
| 30D | +12.4% | -12.3% | +24.7% | +15.9% |
| 3M | +17.4% | -20.5% | +37.9% | +23.2% |
| 6M | -3.1% | -18.5% | +15.5% | +0.9% |
| YTD | -23.6% | -18.2% | -5.3% | -20.3% |
| 1Y | -10.8% | -27.5% | +16.7% | -4.5% |
| 3Y | -8.3% | +38.1% | -46.4% | -15.9% |
| All | -10.9% | +45.3% | -56.2% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling