+34.8%
CTSH vs RSG
+452.6%
-417.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | +2.5% | -4.6% | -3.7% |
| 30D | +1.4% | +12.7% | -11.3% | -6.1% |
| 3M | +7.5% | +17.9% | -10.5% | -3.3% |
| 6M | +39.6% | +25.0% | +14.6% | +21.1% |
| YTD | -22.3% | +20.8% | -43.1% | -31.5% |
| 1Y | -12.0% | +24.3% | -36.2% | -23.9% |
| 3Y | +1.8% | +65.3% | -63.4% | -29.0% |
| 5Y | -15.8% | +99.1% | -114.9% | -49.8% |
| All | +34.8% | +452.6% | -417.8% | -60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling