+78.9%
CTSH vs RNG
+338.4%
-259.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.3% |
| 7D | -2.1% | -3.5% | +1.5% | -1.4% |
| 30D | +8.0% | -3.8% | +11.7% | +8.4% |
| 3M | +10.6% | +18.6% | -8.0% | +6.7% |
| 6M | +32.5% | +69.2% | -36.7% | +19.0% |
| YTD | -21.0% | +161.9% | -182.8% | -35.3% |
| 1Y | -9.9% | +176.2% | -186.1% | -26.9% |
| 3Y | +3.1% | +174.5% | -171.4% | -19.0% |
| 5Y | -13.4% | -71.9% | +58.5% | -6.7% |
| 10Y | +37.1% | +235.4% | -198.2% | -15.6% |
| All | +78.9% | +338.4% | -259.5% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling