-17.1%
CTSH vs RNG
-70.2%
+53.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.7% |
| 7D | -8.2% | -4.1% | -4.2% | -7.5% |
| 30D | +0.4% | +8.6% | -8.2% | -1.2% |
| 3M | +10.6% | +78.0% | -67.4% | -1.0% |
| 6M | -8.8% | +67.0% | -75.8% | -18.0% |
| YTD | -28.6% | +142.4% | -171.0% | -40.4% |
| 1Y | -15.9% | +120.4% | -136.4% | -28.9% |
| 3Y | -13.9% | +122.1% | -136.0% | -29.7% |
| 5Y | -17.1% | -69.8% | +52.8% | -18.9% |
| All | -17.1% | -70.2% | +53.1% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling