-10.8%
CTSH vs RCAT
-53.5%
+42.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.4% | -13.1% | -1.3% |
| 7D | -2.3% | +1.1% | -3.4% | -1.9% |
| 30D | +7.4% | -22.0% | +29.4% | +7.2% |
| 3M | +10.9% | -51.1% | +62.1% | +9.9% |
| 6M | +24.7% | -56.6% | +81.3% | +24.4% |
| YTD | -22.0% | -43.3% | +21.3% | -23.4% |
| All | -10.8% | -53.5% | +42.7% | -11.9% |
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