-4.7%
CTSH vs RKT
-11.2%
+6.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.6% |
| 7D | -8.2% | -1.0% | -7.2% | -8.1% |
| 30D | +0.4% | -2.4% | +2.8% | +0.6% |
| 3M | +10.6% | +1.9% | +8.7% | +9.9% |
| 6M | -8.8% | -13.9% | +5.0% | -8.2% |
| YTD | -28.6% | -30.6% | +2.0% | -26.9% |
| 1Y | -15.9% | -34.4% | +18.4% | -13.6% |
| 3Y | -13.9% | +38.2% | -52.1% | -21.7% |
| 5Y | -17.1% | -9.7% | -7.4% | -24.9% |
| All | -4.7% | -11.2% | +6.5% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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