-7.6%
CTSH vs RSG
+19.5%
-27.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +2.4% |
| 7D | -0.9% | +5.1% | -6.0% | -3.7% |
| 30D | +13.1% | +15.3% | -2.2% | +4.9% |
| 3M | +17.9% | +18.6% | -0.7% | +8.2% |
| 6M | +28.5% | +19.5% | +8.9% | +19.3% |
| YTD | -19.3% | +17.2% | -36.5% | -24.2% |
| 1Y | -7.6% | +19.6% | -27.2% | -13.7% |
| All | -7.6% | +19.5% | -27.1% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling