+1.4%
CTSH vs RVMD
+510.7%
-509.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | -2.1% | -10.4% | +8.3% | -1.0% |
| 30D | +1.4% | -11.0% | +12.4% | +2.4% |
| 3M | +7.5% | -14.7% | +22.2% | +8.8% |
| 6M | +39.6% | +14.9% | +24.7% | +35.8% |
| YTD | -22.3% | +116.3% | -138.6% | -31.6% |
| 1Y | -12.0% | +167.6% | -179.6% | -24.7% |
| 3Y | +1.8% | +776.8% | -775.0% | -27.3% |
| 5Y | -15.8% | +424.8% | -440.6% | -39.9% |
| All | +1.4% | +510.7% | -509.3% | -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 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