-14.8%
CTSH vs RIO
+97.3%
-112.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.4% | -4.0% |
| 7D | -5.5% | +1.9% | -7.4% | -5.9% |
| 30D | +4.5% | +5.0% | -0.4% | +3.4% |
| 3M | +13.7% | +5.1% | +8.6% | +12.4% |
| 6M | -8.4% | +17.6% | -26.0% | -12.5% |
| YTD | -26.5% | +36.3% | -62.8% | -33.1% |
| 1Y | -13.9% | +71.2% | -85.1% | -26.7% |
| 3Y | -11.3% | +102.7% | -114.0% | -28.9% |
| 5Y | -14.8% | +99.6% | -114.4% | -32.6% |
| All | -14.8% | +97.3% | -112.1% | -32.6% |
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