-10.9%
CTSH vs ROIV
+250.7%
-261.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.7% |
| 7D | -2.7% | +0.6% | -3.3% | -2.7% |
| 30D | +12.4% | +1.0% | +11.4% | +12.3% |
| 3M | +17.4% | +18.3% | -0.9% | +16.0% |
| 6M | -3.1% | +18.3% | -21.4% | -4.4% |
| YTD | -23.6% | +61.0% | -84.5% | -26.3% |
| 1Y | -10.8% | +177.9% | -188.7% | -17.1% |
| 3Y | -8.3% | +199.1% | -207.4% | -15.9% |
| All | -10.9% | +250.7% | -261.6% | -23.2% |
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 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