-17.1%
CTSH vs RGEN
-44.3%
+27.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.5% |
| 7D | -8.2% | -4.6% | -3.6% | -7.5% |
| 30D | +0.4% | +1.2% | -0.8% | +0.2% |
| 3M | +10.6% | +26.8% | -16.3% | +5.7% |
| 6M | -8.8% | +29.1% | -37.9% | -13.4% |
| YTD | -28.6% | +0.7% | -29.3% | -29.5% |
| 1Y | -15.9% | +39.1% | -55.0% | -21.6% |
| 3Y | -13.9% | +2.2% | -16.1% | -18.6% |
| 5Y | -17.1% | -44.0% | +26.9% | -23.4% |
| All | -17.1% | -44.3% | +27.2% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling