-12.8%
CTSH vs ROIV
+276.5%
-289.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.6% |
| 7D | -2.1% | +1.7% | -3.8% | -2.2% |
| 30D | +1.4% | +17.6% | -16.2% | +0.5% |
| 3M | +7.5% | +9.0% | -1.5% | +6.7% |
| 6M | +39.6% | +35.3% | +4.3% | +36.4% |
| YTD | -22.3% | +82.2% | -104.5% | -25.7% |
| 1Y | -12.0% | +92.3% | -104.2% | -16.2% |
| 3Y | +1.8% | +336.8% | -335.0% | -8.5% |
| 5Y | -15.8% | +370.6% | -386.4% | -28.7% |
| All | -12.8% | +276.5% | -289.2% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling