-7.6%
CTSH vs RNG
+179.4%
-187.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | -0.9% | -9.6% | +8.7% | +1.7% |
| 30D | +13.1% | -1.4% | +14.5% | +13.0% |
| 3M | +17.9% | +28.8% | -10.9% | +9.6% |
| 6M | +28.5% | +65.6% | -37.1% | +10.5% |
| YTD | -19.3% | +171.4% | -190.7% | -37.5% |
| 1Y | -7.6% | +185.3% | -192.9% | -31.0% |
| All | -7.6% | +179.4% | -187.0% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling