+34,247.0%
CTSH vs RRC
+603.5%
+33,643.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.5% |
| 3M | +17.4% | +4.0% | +13.4% | +16.6% |
| 6M | -3.1% | +1.6% | -4.7% | -3.6% |
| YTD | -23.6% | +19.7% | -43.3% | -26.3% |
| 1Y | -10.8% | +21.4% | -32.2% | -14.5% |
| 3Y | -8.3% | +29.7% | -38.0% | -14.6% |
| 5Y | -11.3% | +153.9% | -165.2% | -29.8% |
| 10Y | +22.6% | +10.8% | +11.8% | -4.8% |
| All | +34,247.0% | +603.5% | +33,643.5% | +15,419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling