-14.8%
CTSH vs RMBS
+260.2%
-275.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -4.0% |
| 7D | -5.5% | +3.0% | -8.4% | -5.8% |
| 30D | +4.5% | -14.4% | +18.9% | +5.9% |
| 3M | +13.7% | -42.8% | +56.6% | +20.0% |
| 6M | -8.4% | -1.4% | -7.0% | -13.6% |
| YTD | -26.5% | -5.4% | -21.1% | -30.6% |
| 1Y | -13.9% | +18.6% | -32.5% | -23.0% |
| 3Y | -11.3% | +57.3% | -68.6% | -30.4% |
| 5Y | -14.8% | +265.7% | -280.5% | -51.9% |
| All | -14.8% | +260.2% | -275.1% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling