-15.8%
CTSH vs RIO
+90.3%
-106.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | -2.1% | -0.9% | -1.2% | -2.0% |
| 30D | +1.4% | -9.1% | +10.5% | +3.2% |
| 3M | +7.5% | -13.7% | +21.1% | +10.4% |
| 6M | +39.6% | -24.3% | +63.9% | +47.5% |
| YTD | -22.3% | +8.9% | -31.2% | -26.2% |
| 1Y | -12.0% | +22.7% | -34.6% | -19.2% |
| 3Y | +1.8% | +51.2% | -49.4% | -13.3% |
| All | -15.8% | +90.3% | -106.1% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling