+34,247.0%
CTSH vs ROL
+4,345.3%
+29,901.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | -2.7% | -1.4% | -1.3% | -2.1% |
| 30D | +12.4% | -4.1% | +16.4% | +14.3% |
| 3M | +17.4% | -22.5% | +39.9% | +31.1% |
| 6M | -3.1% | -37.7% | +34.6% | +18.8% |
| YTD | -23.6% | -39.6% | +16.0% | -5.1% |
| 1Y | -10.8% | -36.0% | +25.2% | +7.4% |
| 3Y | -8.3% | -5.1% | -3.2% | -9.6% |
| 5Y | -11.3% | -3.4% | -7.9% | -15.8% |
| 10Y | +22.6% | +215.2% | -192.6% | -35.7% |
| All | +34,247.0% | +4,345.3% | +29,901.7% | +6,148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling