-16.9%
CTSH vs RRX
+17.0%
-33.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.4% |
| 7D | -8.2% | -0.7% | -7.5% | -8.1% |
| 30D | +0.4% | -8.0% | +8.4% | +1.9% |
| 3M | +10.6% | -25.1% | +35.6% | +15.1% |
| 6M | -8.8% | -18.3% | +9.5% | -8.9% |
| YTD | -28.6% | +14.2% | -42.8% | -36.4% |
| 1Y | -15.9% | +13.0% | -29.0% | -25.2% |
| 3Y | -13.9% | +4.2% | -18.1% | -25.1% |
| All | -16.9% | +17.0% | -33.9% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling