+34.8%
CTSH vs RNG
+234.5%
-199.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.5% |
| 7D | -2.1% | +4.6% | -6.7% | -3.0% |
| 30D | +1.4% | +0.4% | +1.0% | +1.0% |
| 3M | +7.5% | +11.4% | -4.0% | +4.9% |
| 6M | +39.6% | +95.7% | -56.1% | +22.3% |
| YTD | -22.3% | +162.9% | -185.2% | -36.2% |
| 1Y | -12.0% | +180.3% | -192.2% | -28.6% |
| 3Y | +1.8% | +188.3% | -186.5% | -20.4% |
| 5Y | -15.8% | -72.5% | +56.7% | -10.0% |
| All | +34.8% | +234.5% | -199.6% | -10.8% |
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