+35.7%
CTSH vs ROP
+183.9%
-148.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.2% | -2.7% | -1.5% | -2.4% |
| 30D | +3.9% | +29.7% | -25.8% | -13.3% |
| 3M | +10.2% | +21.2% | -11.0% | -3.5% |
| 6M | +35.3% | +48.3% | -13.0% | +4.0% |
| YTD | -21.8% | +8.4% | -30.2% | -26.4% |
| 1Y | -12.1% | +6.0% | -18.1% | -16.2% |
| 3Y | +2.0% | -5.6% | +7.7% | +4.1% |
| 5Y | -15.3% | +1.3% | -16.6% | -18.3% |
| All | +35.7% | +183.9% | -148.2% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling