+37.1%
CTSH vs ROL
+214.5%
-177.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | +0.8% | -2.8% | -2.4% |
| 30D | +8.0% | +20.6% | -12.6% | 0.0% |
| 3M | +10.6% | +4.5% | +6.1% | +8.3% |
| 6M | +32.5% | -26.5% | +59.0% | +48.7% |
| YTD | -21.0% | -34.8% | +13.9% | -7.0% |
| 1Y | -9.9% | -33.2% | +23.3% | +4.8% |
| 3Y | +3.1% | +4.5% | -1.3% | -2.1% |
| 5Y | -13.4% | +15.5% | -29.0% | -24.0% |
| 10Y | +37.1% | +217.2% | -180.1% | -25.1% |
| All | +37.1% | +214.5% | -177.3% | -25.1% |
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