-3.9%
CTSH vs RVMD
+622.3%
-626.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | -3.7% | -3.0% | -0.7% | -3.4% |
| 30D | +3.7% | -0.7% | +4.4% | +3.7% |
| 3M | +17.9% | +36.5% | -18.6% | +13.1% |
| 6M | -2.6% | +104.6% | -107.3% | -12.2% |
| YTD | -26.4% | +155.8% | -182.2% | -36.1% |
| 1Y | -13.0% | +340.7% | -353.7% | -30.0% |
| 3Y | -11.2% | +519.9% | -531.1% | -34.3% |
| 5Y | -14.3% | +584.9% | -599.2% | -40.9% |
| All | -3.9% | +622.3% | -626.2% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling