-10.9%
CTSH vs RL
+238.1%
-249.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -4.2% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | +12.4% | -7.8% | +20.1% | +14.8% |
| 3M | +17.4% | -4.0% | +21.4% | +18.0% |
| 6M | -3.1% | -1.9% | -1.2% | -4.0% |
| YTD | -23.6% | -0.2% | -23.4% | -24.8% |
| 1Y | -10.8% | +10.7% | -21.5% | -15.3% |
| 3Y | -8.3% | +210.8% | -219.1% | -40.3% |
| All | -10.9% | +238.1% | -249.0% | -46.4% |
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