+37.8%
CTSH vs RGEN
+508.6%
-470.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.9% | -2.3% |
| 7D | -2.3% | +3.5% | -5.8% | -3.0% |
| 30D | +7.4% | +2.9% | +4.5% | +6.5% |
| 3M | +10.9% | +9.2% | +1.8% | +8.1% |
| 6M | +24.7% | +44.9% | -20.3% | +14.0% |
| YTD | -22.0% | +9.2% | -31.2% | -24.8% |
| 1Y | -11.2% | +25.3% | -36.4% | -16.8% |
| 3Y | +3.9% | +21.7% | -17.9% | -6.5% |
| 5Y | -13.9% | -34.5% | +20.6% | -16.2% |
| 10Y | +37.8% | +478.9% | -441.1% | -14.4% |
| All | +37.8% | +508.6% | -470.9% | -14.4% |
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