+37.8%
CTSH vs RCL
+396.5%
-358.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.3% |
| 7D | -2.3% | +5.0% | -7.2% | -3.3% |
| 30D | +7.4% | +19.4% | -12.0% | +3.5% |
| 3M | +10.9% | +5.9% | +5.0% | +9.1% |
| 6M | +24.7% | +23.8% | +0.9% | +18.2% |
| YTD | -22.0% | +22.8% | -44.8% | -26.7% |
| 1Y | -11.2% | +34.3% | -45.4% | -18.2% |
| 3Y | +3.9% | +276.4% | -272.6% | -24.4% |
| 5Y | -13.9% | +281.6% | -295.5% | -40.5% |
| 10Y | +37.8% | +379.0% | -341.2% | -12.5% |
| All | +37.8% | +396.5% | -358.8% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling