+3.9%
CTSH vs RUN
-8.5%
+12.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.7% |
| 7D | -2.3% | +18.1% | -20.3% | -2.9% |
| 30D | +7.4% | +27.5% | -20.1% | +6.5% |
| 3M | +10.9% | -4.5% | +15.4% | +10.9% |
| 6M | +24.7% | -33.3% | +58.0% | +26.0% |
| YTD | -22.0% | -47.1% | +25.1% | -20.8% |
| 1Y | -11.2% | -43.1% | +32.0% | -10.2% |
| 3Y | +3.9% | -3.0% | +6.8% | -3.7% |
| All | +3.9% | -8.5% | +12.3% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling