+22.5%
CTSH vs ROL
+203.4%
-180.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -2.8% |
| 7D | -5.5% | -3.4% | -2.0% | -4.2% |
| 30D | +4.5% | -6.9% | +11.5% | +7.4% |
| 3M | +13.7% | -24.6% | +38.3% | +26.8% |
| 6M | -8.4% | -39.5% | +31.1% | +11.0% |
| YTD | -26.5% | -41.1% | +14.6% | -10.0% |
| 1Y | -13.9% | -37.9% | +24.0% | +2.8% |
| 3Y | -11.3% | +0.8% | -12.1% | -14.8% |
| 5Y | -14.8% | -4.7% | -10.2% | -18.7% |
| 10Y | +22.5% | +207.9% | -185.4% | -25.0% |
| All | +22.5% | +203.4% | -180.9% | -25.0% |
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