+21.0%
CTSH vs RJF
+428.4%
-407.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.6% |
| 7D | -8.2% | -0.3% | -7.9% | -8.1% |
| 30D | +0.4% | -2.0% | +2.4% | +1.3% |
| 3M | +10.6% | +16.3% | -5.8% | +3.3% |
| 6M | -8.8% | +16.9% | -25.7% | -15.4% |
| YTD | -28.6% | +10.4% | -39.0% | -32.2% |
| 1Y | -15.9% | +7.4% | -23.3% | -19.3% |
| 3Y | -13.9% | +72.2% | -86.1% | -35.2% |
| 5Y | -17.1% | +105.1% | -122.2% | -44.0% |
| 10Y | +21.0% | +430.9% | -409.9% | -39.4% |
| All | +21.0% | +428.4% | -407.4% | -39.4% |
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