+34,958.1%
CTSH vs ROP
+3,961.8%
+30,996.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.1% |
| 7D | -2.3% | -1.6% | -0.6% | -1.3% |
| 30D | +7.4% | +29.5% | -22.1% | -7.6% |
| 3M | +10.9% | +17.5% | -6.6% | +1.2% |
| 6M | +24.7% | +38.1% | -13.4% | +4.2% |
| YTD | -22.0% | +7.0% | -29.0% | -24.7% |
| 1Y | -11.2% | +6.5% | -17.7% | -14.1% |
| 3Y | +3.9% | -5.5% | +9.3% | +6.8% |
| 5Y | -13.9% | -0.4% | -13.6% | -14.5% |
| 10Y | +37.8% | +183.6% | -145.8% | -24.8% |
| All | +34,958.1% | +3,961.8% | +30,996.3% | +4,467.6% |
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