-10.8%
CTSH vs ROL
-35.4%
+24.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -2.7% | -1.4% | -1.3% | -2.3% |
| 30D | +12.4% | -4.1% | +16.4% | +13.6% |
| 3M | +17.4% | -22.5% | +39.9% | +26.4% |
| 6M | -3.1% | -37.7% | +34.6% | +11.1% |
| YTD | -23.6% | -39.6% | +16.0% | -9.9% |
| 1Y | -10.8% | -36.0% | +25.2% | +4.5% |
| All | -10.8% | -35.4% | +24.6% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling