-12.1%
CTSH vs RCAT
+46.9%
-59.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +18.6% | -21.4% | -3.2% |
| 7D | -0.6% | -12.7% | +12.1% | -0.3% |
| 30D | +13.4% | -34.3% | +47.7% | +14.5% |
| 3M | +14.4% | -53.4% | +67.8% | +16.6% |
| 6M | +27.7% | -62.0% | +89.7% | +30.3% |
| YTD | -20.6% | -49.1% | +28.4% | -20.8% |
| 1Y | -9.1% | -53.1% | +44.0% | -9.3% |
| 3Y | +3.1% | +318.7% | -315.6% | -11.2% |
| All | -12.1% | +46.9% | -59.0% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling