-13.9%
CTSH vs RCAT
+1.5%
-15.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.9% | -7.7% | -3.8% |
| 7D | -5.5% | +5.4% | -10.9% | -5.5% |
| 30D | +4.5% | -5.6% | +10.1% | +4.5% |
| 3M | +13.7% | -30.2% | +44.0% | +14.8% |
| 6M | -8.4% | -43.4% | +35.0% | -7.4% |
| YTD | -26.5% | +9.6% | -36.1% | -28.2% |
| 1Y | -13.9% | -2.0% | -12.0% | -16.2% |
| All | -13.9% | +1.5% | -15.4% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling