-15.9%
CTSH vs RUN
-48.0%
+32.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.8% |
| 7D | -8.2% | -1.8% | -6.4% | -8.2% |
| 30D | +0.4% | -10.8% | +11.2% | +0.6% |
| 3M | +10.6% | -30.2% | +40.7% | +11.4% |
| 6M | -8.8% | -22.3% | +13.5% | -9.2% |
| YTD | -28.6% | -52.2% | +23.6% | -26.8% |
| 1Y | -15.9% | -45.1% | +29.2% | -12.3% |
| All | -15.9% | -48.0% | +32.1% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling