+22.5%
CTSH vs RRC
+7.9%
+14.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.6% | -3.8% |
| 7D | -5.5% | -1.2% | -4.3% | -5.3% |
| 30D | +4.5% | +9.4% | -4.9% | +3.4% |
| 3M | +13.7% | +7.4% | +6.4% | +12.8% |
| 6M | -8.4% | +1.5% | -9.9% | -8.7% |
| YTD | -26.5% | +19.4% | -45.9% | -28.2% |
| 1Y | -13.9% | +24.2% | -38.2% | -16.6% |
| 3Y | -11.3% | +32.8% | -44.1% | -15.6% |
| 5Y | -14.8% | +152.9% | -167.8% | -26.2% |
| 10Y | +22.5% | +3.9% | +18.7% | -8.1% |
| All | +22.5% | +7.9% | +14.6% | -8.1% |
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