+21.0%
CTSH vs RIO
+605.0%
-583.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -8.2% | +1.0% | -9.2% | -8.5% |
| 30D | +0.4% | +4.0% | -3.6% | -0.9% |
| 3M | +10.6% | +4.5% | +6.0% | +8.7% |
| 6M | -8.8% | +17.3% | -26.2% | -14.6% |
| YTD | -28.6% | +36.2% | -64.8% | -37.1% |
| 1Y | -15.9% | +76.1% | -92.1% | -32.6% |
| 3Y | -13.9% | +102.5% | -116.4% | -35.5% |
| 5Y | -17.1% | +103.5% | -120.6% | -40.0% |
| 10Y | +21.0% | +619.2% | -598.2% | -44.3% |
| All | +21.0% | +605.0% | -583.9% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling