+6.3%
CTSH vs RUN
-31.9%
+38.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.6% |
| 7D | -2.7% | +1.3% | -4.0% | -2.8% |
| 30D | +12.4% | -15.3% | +27.6% | +13.7% |
| 3M | +17.4% | -40.0% | +57.4% | +21.6% |
| 6M | -3.1% | -27.0% | +23.9% | -1.8% |
| YTD | -23.6% | -51.7% | +28.1% | -20.6% |
| 1Y | -10.8% | -45.9% | +35.1% | -8.9% |
| 3Y | -8.3% | -43.8% | +35.5% | -15.8% |
| 5Y | -11.3% | -80.5% | +69.2% | -14.1% |
| 10Y | +22.6% | +45.3% | -22.6% | -14.3% |
| All | +6.3% | -31.9% | +38.2% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling