-11.2%
CTSH vs RDW
+241.5%
-252.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.0% |
| 7D | -3.7% | +0.9% | -4.6% | -3.8% |
| 30D | +3.7% | -21.3% | +25.0% | +4.5% |
| 3M | +17.9% | -37.9% | +55.8% | +20.2% |
| 6M | -2.6% | +12.3% | -14.9% | -5.3% |
| YTD | -26.4% | +39.7% | -66.1% | -30.2% |
| 1Y | -13.0% | +25.7% | -38.7% | -17.7% |
| 3Y | -11.2% | +230.8% | -242.0% | -23.1% |
| All | -11.2% | +241.5% | -252.7% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling