+2.5%
CTSH vs ROL
+3.2%
-0.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -4.2% | -1.7% | -2.5% | -3.7% |
| 30D | +3.9% | +18.5% | -14.6% | -1.8% |
| 3M | +10.2% | +4.3% | +5.8% | +8.0% |
| 6M | +35.3% | -27.7% | +63.0% | +47.5% |
| YTD | -21.8% | -35.8% | +14.0% | -11.4% |
| 1Y | -12.1% | -34.1% | +22.0% | -1.1% |
| All | +2.5% | +3.2% | -0.8% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling