+34,247.0%
CTSH vs RGEN
+10,626.4%
+23,620.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.5% |
| 7D | -2.7% | -4.9% | +2.2% | -2.3% |
| 30D | +12.4% | +5.7% | +6.7% | +11.8% |
| 3M | +17.4% | +32.4% | -15.1% | +14.1% |
| 6M | -3.1% | +33.2% | -36.3% | -6.0% |
| YTD | -23.6% | +2.3% | -25.9% | -24.1% |
| 1Y | -10.8% | +39.0% | -49.8% | -14.1% |
| 3Y | -8.3% | -4.6% | -3.7% | -10.3% |
| 5Y | -11.3% | -42.7% | +31.4% | -11.0% |
| 10Y | +22.6% | +433.6% | -411.0% | +1.4% |
| All | +34,247.0% | +10,626.4% | +23,620.6% | +29,694.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling