+4.0%
CTSH vs RMBS
+34.6%
-30.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +1.8% | -8.4% | +10.2% | +2.0% |
| 30D | +9.8% | -24.9% | +34.7% | +10.6% |
| 3M | +12.1% | -15.8% | +27.9% | +12.3% |
| 6M | +27.4% | -37.5% | +64.9% | +28.6% |
| YTD | -20.3% | -12.1% | -8.2% | -24.0% |
| 1Y | -8.8% | -27.0% | +18.2% | -11.3% |
| 3Y | +4.0% | +28.8% | -24.8% | -11.7% |
| All | +4.0% | +34.6% | -30.6% | -11.7% |
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