-13.9%
CTSH vs RSG
+57.5%
-71.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -3.0% |
| 7D | -8.2% | 0.0% | -8.2% | -8.2% |
| 30D | +0.4% | +3.7% | -3.3% | -1.2% |
| 3M | +10.6% | +6.2% | +4.4% | +8.1% |
| 6M | -8.8% | -2.8% | -6.0% | -7.6% |
| YTD | -28.6% | +5.9% | -34.5% | -30.2% |
| 1Y | -15.9% | -1.8% | -14.2% | -15.1% |
| All | -13.9% | +57.5% | -71.4% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling