+34,247.0%
CTSH vs RBA
+2,772.8%
+31,474.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | -2.7% | -2.9% | +0.2% | -1.8% |
| 30D | +12.4% | -12.3% | +24.7% | +17.0% |
| 3M | +17.4% | -20.5% | +37.9% | +25.2% |
| 6M | -3.1% | -18.5% | +15.5% | +2.3% |
| YTD | -23.6% | -18.2% | -5.3% | -19.4% |
| 1Y | -10.8% | -27.5% | +16.7% | -2.5% |
| 3Y | -8.3% | +38.1% | -46.4% | -20.1% |
| 5Y | -11.3% | +44.8% | -56.1% | -26.3% |
| 10Y | +22.6% | +187.1% | -164.5% | -23.2% |
| All | +34,247.0% | +2,772.8% | +31,474.2% | +10,162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling