-15.3%
CTSH vs RCL
+285.8%
-301.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.9% | -0.3% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | +3.9% | +14.4% | -10.4% | +1.2% |
| 3M | +10.2% | +5.2% | +5.0% | +8.7% |
| 6M | +35.3% | +26.1% | +9.2% | +28.1% |
| YTD | -21.8% | +17.4% | -39.2% | -25.6% |
| 1Y | -12.1% | +24.7% | -36.8% | -17.6% |
| 3Y | +2.0% | +250.9% | -248.9% | -23.9% |
| 5Y | -15.3% | +293.8% | -309.1% | -38.4% |
| All | -15.3% | +285.8% | -301.0% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling