+34.8%
CTSH vs RJF
+326.9%
-292.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -1.0% |
| 7D | -2.1% | +3.6% | -5.7% | -3.8% |
| 30D | +1.4% | +7.2% | -5.9% | -2.0% |
| 3M | +7.5% | -6.5% | +14.0% | +10.4% |
| 6M | +39.6% | +10.3% | +29.3% | +32.7% |
| YTD | -22.3% | +6.5% | -28.8% | -25.3% |
| 1Y | -12.0% | +6.1% | -18.1% | -15.2% |
| 3Y | +1.8% | +74.9% | -73.1% | -24.5% |
| 5Y | -15.8% | +81.3% | -97.2% | -40.4% |
| All | +34.8% | +326.9% | -292.1% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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