-7.6%
CTSH vs RGEN
+19.5%
-27.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -0.9% | -3.5% | +2.6% | -0.4% |
| 30D | +13.1% | -6.0% | +19.0% | +14.1% |
| 3M | +17.9% | +19.0% | -1.1% | +11.8% |
| 6M | +28.5% | +50.7% | -22.3% | +13.5% |
| YTD | -19.3% | +8.8% | -28.1% | -21.5% |
| 1Y | -7.6% | +21.3% | -28.9% | -13.3% |
| All | -7.6% | +19.5% | -27.2% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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