-13.9%
CTSH vs RUN
-83.2%
+69.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.6% |
| 7D | -2.3% | +18.1% | -20.3% | -3.1% |
| 30D | +7.4% | +27.5% | -20.1% | +6.1% |
| 3M | +10.9% | -4.5% | +15.4% | +10.9% |
| 6M | +24.7% | -33.3% | +58.0% | +26.5% |
| YTD | -22.0% | -47.1% | +25.1% | -20.5% |
| 1Y | -11.2% | -43.1% | +32.0% | -10.0% |
| 3Y | +3.9% | -3.0% | +6.8% | -5.1% |
| 5Y | -13.9% | -82.6% | +68.7% | -9.5% |
| All | -13.9% | -83.2% | +69.3% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling