+35.7%
CTSH vs RMBS
+555.1%
-519.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -4.2% | +21.9% | -26.1% | -7.4% |
| 30D | +3.9% | -13.4% | +17.4% | +5.5% |
| 3M | +10.2% | -15.9% | +26.1% | +11.5% |
| 6M | +35.3% | -34.8% | +70.1% | +39.3% |
| YTD | -21.8% | -7.5% | -14.3% | -28.9% |
| 1Y | -12.1% | -16.9% | +4.7% | -18.4% |
| 3Y | +2.0% | +35.5% | -33.5% | -25.4% |
| 5Y | -15.3% | +254.2% | -269.5% | -60.7% |
| All | +35.7% | +555.1% | -519.4% | -57.2% |
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