+4.4%
CTSH vs RKT
-9.3%
+13.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.1% | +4.0% | -0.5% |
| 7D | -4.2% | -7.5% | +3.3% | -3.5% |
| 30D | +3.9% | +26.6% | -22.6% | +1.3% |
| 3M | +10.2% | -2.4% | +12.6% | +10.2% |
| 6M | +35.3% | -7.4% | +42.7% | +35.3% |
| YTD | -21.8% | -29.2% | +7.4% | -20.2% |
| 1Y | -12.1% | -23.5% | +11.4% | -11.2% |
| 3Y | +2.0% | +73.9% | -71.9% | -9.7% |
| 5Y | -15.3% | -6.6% | -8.7% | -23.6% |
| All | +4.4% | -9.3% | +13.8% | -6.0% |
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