+35,575.5%
CTSH vs ROP
+3,994.2%
+31,581.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.0% |
| 7D | -0.6% | +2.1% | -2.7% | -1.8% |
| 30D | +13.4% | +32.9% | -19.5% | -3.9% |
| 3M | +14.4% | +20.0% | -5.6% | +3.1% |
| 6M | +27.7% | +36.4% | -8.7% | +7.4% |
| YTD | -20.6% | +7.8% | -28.4% | -23.8% |
| 1Y | -9.1% | +8.0% | -17.1% | -12.9% |
| 3Y | +3.1% | -3.5% | +6.6% | +4.7% |
| 5Y | -11.8% | +1.5% | -13.2% | -13.2% |
| 10Y | +42.7% | +198.5% | -155.8% | -24.3% |
| All | +35,575.5% | +3,994.2% | +31,581.3% | +4,526.5% |
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 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