-16.2%
CTSH vs RCAT
+41.8%
-58.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.3% | -1.1% |
| 7D | -2.6% | -5.9% | +3.3% | -2.5% |
| 30D | +0.9% | -19.7% | +20.5% | +1.2% |
| 3M | +6.9% | -62.9% | +69.8% | +9.6% |
| 6M | +38.8% | -59.6% | +98.4% | +41.3% |
| YTD | -22.7% | -52.1% | +29.4% | -22.8% |
| 1Y | -12.4% | -50.9% | +38.5% | -12.8% |
| 3Y | +1.3% | +333.8% | -332.5% | -13.1% |
| All | -16.2% | +41.8% | -58.0% | -25.3% |
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