+35.7%
CTSH vs RIG
-48.2%
+83.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -4.2% | +4.3% | -8.5% | -4.6% |
| 30D | +3.9% | -5.8% | +9.8% | +4.3% |
| 3M | +10.2% | -6.7% | +16.8% | +10.5% |
| 6M | +35.3% | -18.7% | +53.9% | +37.2% |
| YTD | -21.8% | +28.8% | -50.6% | -24.7% |
| 1Y | -12.1% | +28.8% | -41.0% | -15.5% |
| 3Y | +2.0% | -20.0% | +22.0% | -0.1% |
| 5Y | -15.3% | +56.0% | -71.3% | -25.2% |
| All | +35.7% | -48.2% | +83.9% | +14.7% |
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