+21.0%
CTSH vs RIG
-44.3%
+65.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.8% |
| 7D | -8.2% | -8.2% | 0.0% | -7.5% |
| 30D | +0.4% | -0.2% | +0.6% | +0.4% |
| 3M | +10.6% | -2.7% | +13.3% | +10.6% |
| 6M | -8.8% | -7.5% | -1.4% | -8.6% |
| YTD | -28.6% | +38.3% | -66.9% | -31.4% |
| 1Y | -15.9% | +81.8% | -97.8% | -21.7% |
| 3Y | -13.9% | -30.2% | +16.3% | -14.4% |
| 5Y | -17.1% | +59.9% | -77.0% | -26.9% |
| 10Y | +21.0% | -41.9% | +62.9% | -2.6% |
| All | +21.0% | -44.3% | +65.3% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling