+37.1%
CTSH vs RRC
+73.2%
-36.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +8.0% | +25.2% | -17.2% | +4.8% |
| 3M | +10.6% | +27.8% | -17.2% | +7.1% |
| 6M | +32.5% | +27.2% | +5.3% | +28.3% |
| YTD | -21.0% | +48.2% | -69.1% | -25.0% |
| 1Y | -9.9% | +34.7% | -44.6% | -13.7% |
| 3Y | +3.1% | +62.2% | -59.1% | -4.4% |
| 5Y | -13.4% | +130.9% | -144.3% | -24.6% |
| All | +37.1% | +73.2% | -36.0% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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