-7.7%
CTSH vs RGEN
+0.8%
-8.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.4% |
| 7D | -2.7% | -4.9% | +2.2% | -1.9% |
| 30D | +12.4% | +5.7% | +6.7% | +11.3% |
| 3M | +17.4% | +32.4% | -15.1% | +11.4% |
| 6M | -3.1% | +33.2% | -36.3% | -8.4% |
| YTD | -23.6% | +2.3% | -25.9% | -24.8% |
| 1Y | -10.8% | +39.0% | -49.8% | -16.6% |
| All | -7.7% | +0.8% | -8.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling