+73.0%
CTSH vs RNG
+327.7%
-254.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.3% | -2.9% |
| 7D | -2.7% | +5.8% | -8.5% | -3.7% |
| 30D | +12.4% | +19.6% | -7.3% | +8.7% |
| 3M | +17.4% | +67.0% | -49.7% | +6.3% |
| 6M | -3.1% | +88.4% | -91.4% | -14.6% |
| YTD | -23.6% | +155.5% | -179.1% | -36.9% |
| 1Y | -10.8% | +141.7% | -152.5% | -25.9% |
| 3Y | -8.3% | +131.1% | -139.4% | -25.8% |
| 5Y | -11.3% | -70.6% | +59.3% | -5.5% |
| 10Y | +22.6% | +228.2% | -205.6% | -24.2% |
| All | +73.0% | +327.7% | -254.7% | +0.4% |
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