+1.8%
CTSH vs ROP
-5.1%
+6.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -1.0% |
| 7D | -2.1% | +0.7% | -2.8% | -2.7% |
| 30D | +1.4% | +28.8% | -27.4% | -17.2% |
| 3M | +7.5% | +21.1% | -13.6% | -7.6% |
| 6M | +39.6% | +52.5% | -13.0% | +2.0% |
| YTD | -22.3% | +8.9% | -31.2% | -29.6% |
| 1Y | -12.0% | +8.2% | -20.2% | -20.0% |
| 3Y | +1.8% | -5.2% | +7.0% | +1.4% |
| All | +1.8% | -5.1% | +6.9% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling