-11.3%
CTSH vs RVMD
+548.5%
-559.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.6% | -3.7% |
| 7D | -5.5% | -1.2% | -4.3% | -5.4% |
| 30D | +4.5% | +1.1% | +3.5% | +4.4% |
| 3M | +13.7% | +39.6% | -25.9% | +10.4% |
| 6M | -8.4% | +110.7% | -119.1% | -14.9% |
| YTD | -26.5% | +160.3% | -186.8% | -33.6% |
| 1Y | -13.9% | +404.9% | -418.9% | -27.7% |
| All | -11.3% | +548.5% | -559.8% | -27.6% |
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 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