-12.1%
CTSH vs RL
+226.8%
-238.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.4% | -2.3% |
| 7D | -0.6% | -4.2% | +3.6% | +0.5% |
| 30D | +13.4% | +4.3% | +9.1% | +11.8% |
| 3M | +14.4% | -4.6% | +19.0% | +15.5% |
| 6M | +27.7% | +1.7% | +26.0% | +25.5% |
| YTD | -20.6% | +7.3% | -28.0% | -23.8% |
| 1Y | -9.1% | +20.8% | -29.9% | -16.2% |
| 3Y | +3.1% | +247.0% | -243.9% | -36.7% |
| All | -12.1% | +226.8% | -238.9% | -46.3% |
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