+35,575.5%
CTSH vs RL
+1,775.8%
+33,799.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.4% | -2.2% |
| 7D | -0.6% | -4.2% | +3.6% | +0.8% |
| 30D | +13.4% | +4.3% | +9.1% | +11.3% |
| 3M | +14.4% | -4.6% | +19.0% | +15.8% |
| 6M | +27.7% | +1.7% | +26.0% | +24.8% |
| YTD | -20.6% | +7.3% | -28.0% | -24.7% |
| 1Y | -9.1% | +20.8% | -29.9% | -17.7% |
| 3Y | +3.1% | +247.0% | -243.9% | -40.4% |
| 5Y | -11.8% | +225.5% | -237.2% | -49.4% |
| 10Y | +42.7% | +363.0% | -320.3% | -37.9% |
| All | +35,575.5% | +1,775.8% | +33,799.7% | +6,697.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling