+38.7%
CTSH vs RUN
+94.0%
-55.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -10.6% | +12.8% | +3.1% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +9.8% | +14.0% | -4.2% | +8.3% |
| 3M | +12.1% | -11.8% | +23.9% | +12.8% |
| 6M | +27.4% | -40.4% | +67.8% | +31.7% |
| YTD | -20.3% | -52.7% | +32.4% | -17.1% |
| 1Y | -8.8% | -52.5% | +43.7% | -5.5% |
| 3Y | +4.0% | -7.7% | +11.8% | -10.5% |
| 5Y | -12.2% | -83.9% | +71.7% | -12.3% |
| 10Y | +38.7% | +84.9% | -46.2% | -16.8% |
| All | +38.7% | +94.0% | -55.3% | -16.8% |
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