-8.4%
CTSH vs ROIV
+248.8%
-257.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +1.4% |
| 7D | +6.4% | -2.4% | +8.8% | +6.5% |
| 30D | +16.3% | +3.1% | +13.2% | +16.1% |
| 3M | +20.0% | +5.8% | +14.2% | +19.4% |
| 6M | +29.9% | +29.3% | +0.6% | +27.3% |
| YTD | -18.4% | +68.8% | -87.1% | -21.6% |
| 1Y | -8.9% | +81.0% | -89.9% | -13.0% |
| 3Y | +6.0% | +294.6% | -288.6% | -4.2% |
| 5Y | -9.3% | +373.1% | -382.4% | -23.1% |
| All | -8.4% | +248.8% | -257.1% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling