+18.5%
CTSH vs RMBS
+571.6%
-553.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -3.0% |
| 7D | -8.2% | +3.5% | -11.7% | -8.8% |
| 30D | +0.4% | -8.6% | +9.0% | +1.8% |
| 3M | +10.6% | -40.3% | +50.9% | +19.7% |
| 6M | -8.8% | -1.0% | -7.8% | -15.9% |
| YTD | -28.6% | -4.6% | -24.0% | -34.3% |
| 1Y | -15.9% | +17.6% | -33.5% | -28.4% |
| 3Y | -13.9% | +58.6% | -72.5% | -39.5% |
| 5Y | -17.1% | +270.9% | -288.0% | -61.1% |
| All | +18.5% | +571.6% | -553.1% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling