-0.2%
CTSH vs RVMD
+644.5%
-644.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.6% |
| 7D | -2.7% | +1.0% | -3.7% | -2.8% |
| 30D | +12.4% | +6.4% | +5.9% | +11.5% |
| 3M | +17.4% | +34.9% | -17.5% | +12.7% |
| 6M | -3.1% | +107.6% | -110.6% | -12.7% |
| YTD | -23.6% | +163.7% | -187.2% | -33.9% |
| 1Y | -10.8% | +439.2% | -450.0% | -30.2% |
| 3Y | -8.3% | +499.2% | -507.5% | -31.7% |
| 5Y | -11.3% | +621.7% | -633.0% | -39.3% |
| All | -0.2% | +644.5% | -644.7% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling