+21.0%
CTSH vs RUN
+43.6%
-22.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.5% |
| 7D | -8.2% | -1.8% | -6.4% | -8.1% |
| 30D | +0.4% | -10.8% | +11.2% | +1.3% |
| 3M | +10.6% | -30.2% | +40.7% | +13.3% |
| 6M | -8.8% | -22.3% | +13.5% | -8.0% |
| YTD | -28.6% | -52.2% | +23.6% | -25.6% |
| 1Y | -15.9% | -45.1% | +29.2% | -14.1% |
| 3Y | -13.9% | -37.1% | +23.2% | -22.6% |
| 5Y | -17.1% | -80.3% | +63.2% | -19.8% |
| 10Y | +21.0% | +45.2% | -24.2% | -27.2% |
| All | +21.0% | +43.6% | -22.5% | -27.2% |
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