+37.8%
CTSH vs ROL
+222.1%
-184.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.6% |
| 7D | -2.3% | +7.5% | -9.8% | -5.2% |
| 30D | +7.4% | +21.1% | -13.7% | -0.7% |
| 3M | +10.9% | +3.1% | +7.8% | +9.2% |
| 6M | +24.7% | -27.4% | +52.1% | +40.7% |
| YTD | -22.0% | -34.7% | +12.7% | -8.3% |
| 1Y | -11.2% | -32.9% | +21.8% | +3.2% |
| 3Y | +3.9% | +6.1% | -2.3% | -2.0% |
| 5Y | -13.9% | +16.3% | -30.3% | -24.7% |
| 10Y | +37.8% | +214.9% | -177.1% | -23.5% |
| All | +37.8% | +222.1% | -184.3% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling