+4.5%
CTSH vs RL
+262.6%
-258.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +1.8% | +1.3% | +0.5% | +1.4% |
| 30D | +9.8% | +7.6% | +2.2% | +7.9% |
| 3M | +12.1% | -1.5% | +13.6% | +12.2% |
| 6M | +27.4% | +12.1% | +15.3% | +23.2% |
| YTD | -20.3% | +13.9% | -34.2% | -23.5% |
| 1Y | -8.8% | +20.7% | -29.5% | -13.9% |
| All | +4.5% | +262.6% | -258.2% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling