-13.0%
CTSH vs RDW
+29.5%
-42.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +2.9% |
| 7D | -3.7% | +0.9% | -4.6% | -3.7% |
| 30D | +3.7% | -21.3% | +25.0% | +3.7% |
| 3M | +17.9% | -37.9% | +55.8% | +19.7% |
| 6M | -2.6% | +12.3% | -14.9% | -4.3% |
| YTD | -26.4% | +39.7% | -66.1% | -29.3% |
| 1Y | -13.0% | +25.7% | -38.7% | -16.5% |
| All | -13.0% | +29.5% | -42.5% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling