+37.8%
CTSH vs ROP
+189.6%
-151.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.0% |
| 7D | -2.3% | -1.6% | -0.6% | -1.2% |
| 30D | +7.4% | +29.5% | -22.1% | -10.3% |
| 3M | +10.9% | +17.5% | -6.6% | -0.8% |
| 6M | +24.7% | +38.1% | -13.4% | +0.5% |
| YTD | -22.0% | +7.0% | -29.0% | -26.0% |
| 1Y | -11.2% | +6.5% | -17.7% | -15.5% |
| 3Y | +3.9% | -5.5% | +9.3% | +5.9% |
| 5Y | -13.9% | -0.4% | -13.6% | -16.1% |
| 10Y | +37.8% | +183.6% | -145.8% | -20.5% |
| All | +37.8% | +189.6% | -151.8% | -20.5% |
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