-13.0%
CTSH vs RVMD
+375.0%
-388.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | -3.7% | -3.0% | -0.7% | -3.7% |
| 30D | +3.7% | -0.7% | +4.4% | +3.7% |
| 3M | +17.9% | +36.5% | -18.6% | +16.2% |
| 6M | -2.6% | +104.6% | -107.3% | -7.0% |
| YTD | -26.4% | +155.8% | -182.2% | -30.1% |
| 1Y | -13.0% | +340.7% | -353.7% | -21.6% |
| All | -13.0% | +375.0% | -388.0% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling