+37.8%
CTSH vs RRC
+63.1%
-25.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.3% | -10.3% | +8.0% | -1.1% |
| 30D | +7.4% | +19.5% | -12.0% | +4.9% |
| 3M | +10.9% | +27.9% | -17.0% | +7.4% |
| 6M | +24.7% | +21.2% | +3.5% | +21.4% |
| YTD | -22.0% | +39.6% | -61.6% | -25.5% |
| 1Y | -11.2% | +31.3% | -42.4% | -14.6% |
| 3Y | +3.9% | +51.9% | -48.1% | -2.9% |
| 5Y | -13.9% | +110.2% | -124.1% | -24.3% |
| 10Y | +37.8% | +56.7% | -18.9% | +1.9% |
| All | +37.8% | +63.1% | -25.3% | +1.9% |
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