-5.9%
CTSH vs RBRK
+124.5%
-130.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.2% |
| 7D | -3.7% | -7.5% | +3.8% | -2.8% |
| 30D | +3.7% | -10.4% | +14.1% | +4.8% |
| 3M | +17.9% | +21.3% | -3.4% | +14.3% |
| 6M | -2.6% | +50.6% | -53.3% | -8.7% |
| YTD | -26.4% | +13.3% | -39.7% | -29.2% |
| 1Y | -13.0% | +11.2% | -24.3% | -16.7% |
| All | -5.9% | +124.5% | -130.4% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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