-10.8%
CTSH vs RNG
+144.7%
-155.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.3% | -2.6% |
| 7D | -2.7% | +5.8% | -8.5% | -4.1% |
| 30D | +12.4% | +19.6% | -7.3% | +7.3% |
| 3M | +17.4% | +67.0% | -49.7% | +2.3% |
| 6M | -3.1% | +88.4% | -91.4% | -18.2% |
| YTD | -23.6% | +155.5% | -179.1% | -39.4% |
| 1Y | -10.8% | +141.7% | -152.5% | -29.6% |
| All | -10.8% | +144.7% | -155.5% | -29.6% |
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