-16.9%
CTSH vs RVMD
+574.1%
-590.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -2.9% |
| 7D | -8.2% | -0.7% | -7.5% | -8.1% |
| 30D | +0.4% | +0.3% | +0.1% | +0.3% |
| 3M | +10.6% | +38.9% | -28.3% | +6.7% |
| 6M | -8.8% | +108.1% | -116.9% | -16.4% |
| YTD | -28.6% | +160.7% | -189.4% | -36.7% |
| 1Y | -15.9% | +407.3% | -423.2% | -31.1% |
| 3Y | -13.9% | +546.6% | -560.5% | -33.2% |
| All | -16.9% | +574.1% | -590.9% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling