-11.3%
CTSH vs RJF
+76.7%
-88.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.9% | -3.5% |
| 7D | -5.5% | +1.8% | -7.2% | -6.0% |
| 30D | +4.5% | 0.0% | +4.5% | +4.5% |
| 3M | +13.7% | +18.0% | -4.2% | +7.3% |
| 6M | -8.4% | +17.0% | -25.4% | -13.6% |
| YTD | -26.5% | +11.1% | -37.6% | -29.6% |
| 1Y | -13.9% | +8.0% | -21.9% | -16.9% |
| 3Y | -11.3% | +73.3% | -84.6% | -25.0% |
| All | -11.3% | +76.7% | -88.0% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling