-12.0%
CTSH vs RVTY
+66.4%
-78.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.4% |
| 7D | -2.1% | -0.5% | -1.7% | -2.1% |
| 30D | +1.4% | +1.5% | -0.1% | +0.5% |
| 3M | +7.5% | +31.5% | -24.0% | -1.5% |
| 6M | +39.6% | +62.7% | -23.1% | +18.3% |
| YTD | -22.3% | +60.0% | -82.3% | -32.2% |
| 1Y | -12.0% | +65.7% | -77.7% | -24.4% |
| All | -12.0% | +66.4% | -78.3% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling