-7.6%
CTSH vs RIO
+29.3%
-37.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +3.4% |
| 7D | -0.9% | -1.6% | +0.7% | -1.1% |
| 30D | +13.1% | -11.6% | +24.7% | +11.9% |
| 3M | +17.9% | -12.7% | +30.6% | +16.7% |
| 6M | +28.5% | -12.4% | +40.9% | +27.6% |
| YTD | -19.3% | +11.0% | -30.3% | -23.9% |
| 1Y | -7.6% | +30.8% | -38.5% | -22.8% |
| All | -7.6% | +29.3% | -37.0% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling