+34,813.6%
CTSH vs RMBS
+727.5%
+34,086.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.2% |
| 7D | -2.1% | +10.3% | -12.5% | -3.7% |
| 30D | +1.4% | -10.7% | +12.1% | +2.3% |
| 3M | +7.5% | -17.2% | +24.7% | +8.8% |
| 6M | +39.6% | -39.0% | +78.6% | +44.7% |
| YTD | -22.3% | -10.5% | -11.8% | -26.2% |
| 1Y | -12.0% | -11.0% | -1.0% | -16.5% |
| 3Y | +1.8% | +31.3% | -29.5% | -14.3% |
| 5Y | -15.8% | +242.8% | -258.6% | -40.8% |
| 10Y | +34.8% | +536.9% | -502.1% | -15.7% |
| All | +34,813.6% | +727.5% | +34,086.1% | +13,001.6% |
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