-13.9%
CTSH vs RMBS
+56.5%
-70.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -2.9% |
| 7D | -8.2% | +3.5% | -11.7% | -8.4% |
| 30D | +0.4% | -8.6% | +9.0% | +0.8% |
| 3M | +10.6% | -40.3% | +50.9% | +14.1% |
| 6M | -8.8% | -1.0% | -7.8% | -13.2% |
| YTD | -28.6% | -4.6% | -24.0% | -31.9% |
| 1Y | -15.9% | +17.6% | -33.5% | -22.7% |
| All | -13.9% | +56.5% | -70.4% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling