-8.5%
CTSH vs RBRK
+130.3%
-138.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -9.8% | -3.5% | -6.3% | -9.4% |
| 30D | +0.1% | -8.3% | +8.4% | +0.9% |
| 3M | +13.2% | +24.7% | -11.4% | +9.4% |
| 6M | -6.2% | +58.9% | -65.1% | -12.6% |
| YTD | -28.5% | +16.3% | -44.7% | -31.4% |
| 1Y | -13.8% | +10.1% | -23.9% | -17.3% |
| All | -8.5% | +130.3% | -138.9% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling