+37.8%
CTSH vs RL
+397.7%
-359.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.6% | -3.4% |
| 7D | -2.3% | +0.2% | -2.5% | -2.6% |
| 30D | +7.4% | +7.3% | +0.1% | +4.9% |
| 3M | +10.9% | +1.0% | +9.9% | +10.0% |
| 6M | +24.7% | +11.8% | +12.9% | +19.2% |
| YTD | -22.0% | +13.6% | -35.6% | -26.3% |
| 1Y | -11.2% | +24.0% | -35.2% | -18.4% |
| 3Y | +3.9% | +256.6% | -252.7% | -33.4% |
| 5Y | -13.9% | +240.2% | -254.2% | -45.5% |
| 10Y | +37.8% | +373.0% | -335.2% | -27.1% |
| All | +37.8% | +397.7% | -359.9% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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