+34.8%
CTSH vs RGEN
+415.2%
-380.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -2.1% | -3.3% | +1.1% | -1.6% |
| 30D | +1.4% | -5.8% | +7.2% | +2.3% |
| 3M | +7.5% | +0.2% | +7.3% | +6.4% |
| 6M | +39.6% | +56.8% | -17.2% | +25.5% |
| YTD | -22.3% | +2.4% | -24.7% | -24.2% |
| 1Y | -12.0% | +11.4% | -23.4% | -15.6% |
| 3Y | +1.8% | +15.2% | -13.4% | -7.4% |
| 5Y | -15.8% | -35.1% | +19.3% | -18.1% |
| All | +34.8% | +415.2% | -380.3% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling