+30.8%
CTSH vs RGEN
+44.1%
-13.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.9% | -1.9% |
| 7D | -2.3% | +3.5% | -5.8% | -2.5% |
| 30D | +7.4% | +2.9% | +4.5% | +7.0% |
| 3M | +10.9% | +9.2% | +1.8% | +8.2% |
| All | +30.8% | +44.1% | -13.3% | +17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling