+34,247.0%
CTSH vs ROP
+3,398.7%
+30,848.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | 0.0% | -1.6% |
| 7D | -2.7% | -4.4% | +1.7% | -0.1% |
| 30D | +12.4% | +3.2% | +9.1% | +10.5% |
| 3M | +17.4% | +23.1% | -5.7% | +4.7% |
| 6M | -3.1% | +13.3% | -16.4% | -9.2% |
| YTD | -23.6% | -7.9% | -15.7% | -19.6% |
| 1Y | -10.8% | -22.1% | +11.2% | +2.8% |
| 3Y | -8.3% | -16.8% | +8.5% | +1.5% |
| 5Y | -11.3% | -13.5% | +2.2% | -4.4% |
| 10Y | +22.6% | +137.7% | -115.1% | -26.2% |
| All | +34,247.0% | +3,398.7% | +30,848.3% | +4,777.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling