-10.8%
CTSH vs ROL
-32.4%
+21.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.8% |
| 3M | +10.9% | +3.1% | +7.8% | +8.3% |
| 6M | +24.7% | -27.4% | +52.1% | +38.1% |
| YTD | -22.0% | -34.7% | +12.7% | -8.2% |
| All | -10.8% | -32.4% | +21.6% | +4.0% |
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 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