+4,734.1%
CTSH vs RCAT
-100.0%
+4,834.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +18.6% | -21.4% | -2.8% |
| 7D | -0.6% | -12.7% | +12.1% | -0.6% |
| 30D | +13.4% | -34.3% | +47.7% | +13.5% |
| 3M | +14.4% | -53.4% | +67.8% | +14.6% |
| 6M | +27.7% | -62.0% | +89.7% | +28.0% |
| YTD | -20.6% | -49.1% | +28.4% | -20.6% |
| 1Y | -9.1% | -53.1% | +44.0% | -9.1% |
| 3Y | +3.1% | +318.7% | -315.6% | +2.1% |
| 5Y | -11.8% | +48.5% | -60.3% | -12.5% |
| 10Y | +42.7% | -99.6% | +142.3% | +36.9% |
| All | +4,734.1% | -100.0% | +4,834.1% | +3,929.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling