-12.1%
CTSH vs ROL
+13.1%
-25.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.1% |
| 7D | -0.6% | +9.5% | -10.1% | -3.4% |
| 30D | +13.4% | +22.9% | -9.5% | +6.4% |
| 3M | +14.4% | +3.5% | +10.9% | +12.8% |
| 6M | +27.7% | -29.4% | +57.1% | +40.5% |
| YTD | -20.6% | -36.1% | +15.4% | -10.1% |
| 1Y | -9.1% | -34.4% | +25.2% | +2.2% |
| 3Y | +3.1% | +4.0% | -0.9% | +0.9% |
| All | -12.1% | +13.1% | -25.2% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling