-10.9%
CTSH vs ROL
-3.8%
-7.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -2.7% | -1.4% | -1.3% | -2.3% |
| 30D | +12.4% | -4.1% | +16.4% | +13.6% |
| 3M | +17.4% | -22.5% | +39.9% | +26.0% |
| 6M | -3.1% | -37.7% | +34.6% | +10.4% |
| YTD | -23.6% | -39.6% | +16.0% | -12.0% |
| 1Y | -10.8% | -36.0% | +25.2% | +0.8% |
| 3Y | -8.3% | -5.1% | -3.2% | -7.4% |
| All | -10.9% | -3.8% | -7.2% | -16.4% |
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 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