+34.8%
CTSH vs RRX
+200.5%
-165.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | 0.0% |
| 7D | -2.1% | +4.3% | -6.5% | -3.4% |
| 30D | +1.4% | +12.3% | -10.9% | -3.1% |
| 3M | +7.5% | +3.7% | +3.8% | +4.7% |
| 6M | +39.6% | -13.9% | +53.5% | +39.3% |
| YTD | -22.3% | +26.5% | -48.8% | -35.3% |
| 1Y | -12.0% | +29.3% | -41.3% | -27.5% |
| 3Y | +1.8% | +65.6% | -63.8% | -30.2% |
| 5Y | -15.8% | +10.6% | -26.5% | -33.4% |
| All | +34.8% | +200.5% | -165.6% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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