+77.0%
CTSH vs RNG
+343.0%
-266.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.2% |
| 7D | -4.2% | +2.3% | -6.5% | -4.6% |
| 30D | +3.9% | -3.4% | +7.3% | +4.3% |
| 3M | +10.2% | +20.9% | -10.7% | +5.9% |
| 6M | +35.3% | +82.2% | -46.9% | +19.9% |
| YTD | -21.8% | +164.6% | -186.4% | -36.1% |
| 1Y | -12.1% | +177.0% | -189.1% | -28.8% |
| 3Y | +2.0% | +177.4% | -175.4% | -20.0% |
| 5Y | -15.3% | -72.3% | +57.1% | -8.5% |
| 10Y | +35.7% | +238.9% | -203.2% | -16.7% |
| All | +77.0% | +343.0% | -266.0% | +1.7% |
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