+34,247.0%
CTSH vs RMBS
+760.0%
+33,487.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.8% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +12.4% | -12.2% | +24.5% | +14.4% |
| 3M | +17.4% | -49.5% | +66.9% | +28.0% |
| 6M | -3.1% | -7.1% | +4.1% | -6.4% |
| YTD | -23.6% | -7.0% | -16.6% | -26.7% |
| 1Y | -10.8% | +13.3% | -24.2% | -18.2% |
| 3Y | -8.3% | +49.2% | -57.5% | -23.5% |
| 5Y | -11.3% | +250.0% | -261.3% | -36.9% |
| 10Y | +22.6% | +495.1% | -472.5% | -21.5% |
| All | +34,247.0% | +760.0% | +33,487.0% | +12,903.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling