-13.9%
CTSH vs RNG
+122.1%
-135.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.7% |
| 7D | -8.2% | -4.1% | -4.2% | -7.3% |
| 30D | +0.4% | +8.6% | -8.2% | -1.4% |
| 3M | +10.6% | +78.0% | -67.4% | -2.5% |
| 6M | -8.8% | +67.0% | -75.8% | -19.3% |
| YTD | -28.6% | +142.4% | -171.0% | -41.5% |
| 1Y | -15.9% | +120.4% | -136.4% | -30.2% |
| All | -13.9% | +122.1% | -135.9% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling