-16.9%
CTSH vs RGTI
+59.7%
-76.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.0% | -7.8% | -3.9% |
| 7D | -5.5% | +5.5% | -10.9% | -5.6% |
| 30D | +4.5% | -11.9% | +16.4% | +4.7% |
| 3M | +13.7% | -27.4% | +41.1% | +14.3% |
| 6M | -8.4% | -7.1% | -1.3% | -8.8% |
| YTD | -26.5% | -28.6% | +2.1% | -26.5% |
| 1Y | -13.9% | +4.4% | -18.3% | -15.1% |
| 3Y | -11.3% | +698.5% | -709.8% | -20.9% |
| 5Y | -14.8% | +64.2% | -79.0% | -23.6% |
| All | -16.9% | +59.7% | -76.6% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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