-7.3%
CTSH vs RRC
+31.1%
-38.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.5% |
| 7D | -2.7% | +1.3% | -4.0% | -2.9% |
| 30D | +12.4% | +10.1% | +2.2% | +10.9% |
| 3M | +17.4% | +4.0% | +13.4% | +16.5% |
| 6M | -3.1% | +1.6% | -4.7% | -3.8% |
| YTD | -23.6% | +19.7% | -43.3% | -25.8% |
| 1Y | -10.8% | +21.4% | -32.2% | -14.0% |
| All | -7.3% | +31.1% | -38.4% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling