+34.8%
CTSH vs RUN
+68.6%
-33.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -2.1% | -13.5% | +11.4% | -1.0% |
| 30D | +1.4% | +18.3% | -16.9% | -0.3% |
| 3M | +7.5% | -12.5% | +19.9% | +8.1% |
| 6M | +39.6% | -40.3% | +79.9% | +44.2% |
| YTD | -22.3% | -53.1% | +30.8% | -19.2% |
| 1Y | -12.0% | -54.3% | +42.3% | -8.4% |
| 3Y | +1.8% | -6.5% | +8.3% | -12.7% |
| 5Y | -15.8% | -85.3% | +69.5% | -14.7% |
| All | +34.8% | +68.6% | -33.7% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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