-14.8%
CTSH vs RUN
-80.3%
+65.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.7% | -7.5% | -4.0% |
| 7D | -5.5% | +10.2% | -15.6% | -5.9% |
| 30D | +4.5% | -9.6% | +14.1% | +5.0% |
| 3M | +13.7% | -31.5% | +45.2% | +15.5% |
| 6M | -8.4% | -18.7% | +10.3% | -8.2% |
| YTD | -26.5% | -49.9% | +23.4% | -24.8% |
| 1Y | -13.9% | -45.5% | +31.6% | -12.7% |
| 3Y | -11.3% | -34.1% | +22.8% | -16.9% |
| 5Y | -14.8% | -79.4% | +64.6% | -15.6% |
| All | -14.8% | -80.3% | +65.4% | -15.6% |
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