-12.0%
CTSH vs RNG
+176.7%
-188.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.5% |
| 7D | -2.1% | +4.6% | -6.7% | -3.3% |
| 30D | +1.4% | +0.4% | +1.0% | +0.8% |
| 3M | +7.5% | +11.4% | -4.0% | +3.7% |
| 6M | +39.6% | +95.7% | -56.1% | +16.1% |
| YTD | -22.3% | +162.9% | -185.2% | -39.4% |
| 1Y | -12.0% | +180.3% | -192.2% | -33.9% |
| All | -12.0% | +176.7% | -188.6% | -33.9% |
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