-15.3%
CTSH vs RL
+243.2%
-258.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.8% |
| 7D | -4.2% | +2.4% | -6.6% | -4.9% |
| 30D | +3.9% | +4.6% | -0.6% | +2.3% |
| 3M | +10.2% | -1.1% | +11.3% | +10.0% |
| 6M | +35.3% | +16.5% | +18.8% | +27.6% |
| YTD | -21.8% | +11.4% | -33.2% | -25.8% |
| 1Y | -12.1% | +16.1% | -28.2% | -17.8% |
| 3Y | +2.0% | +252.6% | -250.6% | -37.6% |
| 5Y | -15.3% | +244.9% | -260.2% | -49.6% |
| All | -15.3% | +243.2% | -258.5% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling