+1.3%
CTSH vs RVMD
+781.3%
-780.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | -2.6% | -10.4% | +7.8% | -2.0% |
| 30D | +0.9% | -11.0% | +11.8% | +1.4% |
| 3M | +6.9% | -14.7% | +21.6% | +7.7% |
| 6M | +38.8% | +14.9% | +23.9% | +35.7% |
| YTD | -22.7% | +116.3% | -139.0% | -30.8% |
| 1Y | -12.4% | +167.6% | -180.0% | -23.9% |
| 3Y | +1.3% | +776.8% | -775.5% | -27.2% |
| All | +1.3% | +781.3% | -780.0% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling