+22.2%
CTSH vs RNG
+222.9%
-200.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | -3.7% | -6.1% | +2.4% | -2.6% |
| 30D | +3.7% | +9.6% | -5.9% | +1.9% |
| 3M | +17.9% | +83.3% | -65.4% | +5.3% |
| 6M | -2.6% | +77.9% | -80.6% | -13.1% |
| YTD | -26.4% | +139.9% | -166.3% | -38.3% |
| 1Y | -13.0% | +121.7% | -134.7% | -26.3% |
| 3Y | -11.2% | +121.9% | -133.1% | -27.3% |
| 5Y | -14.3% | -68.4% | +54.1% | -10.7% |
| All | +22.2% | +222.9% | -200.7% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling