-16.2%
CTSH vs RVMD
+425.4%
-441.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | -2.6% | -10.4% | +7.8% | -1.8% |
| 30D | +0.9% | -11.0% | +11.8% | +1.6% |
| 3M | +6.9% | -14.7% | +21.6% | +8.0% |
| 6M | +38.8% | +14.9% | +23.9% | +35.6% |
| YTD | -22.7% | +116.3% | -139.0% | -30.6% |
| 1Y | -12.4% | +167.6% | -180.0% | -23.4% |
| 3Y | +1.3% | +776.8% | -775.5% | -23.9% |
| All | -16.2% | +425.4% | -441.7% | -37.6% |
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 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