+34,247.0%
CTSH vs RIO
+3,750.0%
+30,497.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +12.4% | +4.0% | +8.4% | +10.8% |
| 3M | +17.4% | +0.1% | +17.2% | +16.8% |
| 6M | -3.1% | +12.7% | -15.8% | -8.2% |
| YTD | -23.6% | +35.6% | -59.1% | -32.5% |
| 1Y | -10.8% | +73.7% | -84.5% | -27.9% |
| 3Y | -8.3% | +93.3% | -101.6% | -29.7% |
| 5Y | -11.3% | +92.4% | -103.8% | -33.8% |
| 10Y | +22.6% | +606.9% | -584.3% | -44.4% |
| All | +34,247.0% | +3,750.0% | +30,497.0% | +4,892.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling