-12.2%
CTSH vs ROIV
+403.5%
-415.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.1% |
| 7D | +1.8% | +14.3% | -12.5% | +1.1% |
| 30D | +9.8% | +16.2% | -6.4% | +8.9% |
| 3M | +12.1% | +15.1% | -3.0% | +11.0% |
| 6M | +27.4% | +44.2% | -16.8% | +23.9% |
| YTD | -20.3% | +89.8% | -110.1% | -24.1% |
| 1Y | -8.8% | +94.6% | -103.4% | -13.4% |
| 3Y | +4.0% | +367.5% | -363.5% | -7.3% |
| 5Y | -12.2% | +421.4% | -433.6% | -27.7% |
| All | -12.2% | +403.5% | -415.7% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling