+35,575.5%
CTSH vs RGEN
+11,003.4%
+24,572.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.0% | -5.7% | -3.0% |
| 7D | -0.6% | -1.9% | +1.4% | -0.5% |
| 30D | +13.4% | +3.7% | +9.7% | +12.8% |
| 3M | +14.4% | +8.8% | +5.6% | +13.1% |
| 6M | +27.7% | +38.0% | -10.2% | +23.2% |
| YTD | -20.6% | +5.9% | -26.5% | -21.7% |
| 1Y | -9.1% | +19.7% | -28.8% | -11.4% |
| 3Y | +3.1% | +20.5% | -17.4% | -1.3% |
| 5Y | -11.8% | -35.0% | +23.2% | -12.6% |
| 10Y | +42.7% | +540.9% | -498.2% | +16.1% |
| All | +35,575.5% | +11,003.4% | +24,572.1% | +30,646.3% |
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 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