-12.1%
CTSH vs RVTY
-7.4%
-4.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.6% | -3.6% |
| 7D | -0.6% | -1.2% | +0.6% | -0.6% |
| 30D | +13.4% | +1.0% | +12.4% | +12.4% |
| 3M | +14.4% | +35.8% | -21.4% | +2.6% |
| 6M | +27.7% | +56.7% | -29.0% | +8.5% |
| YTD | -20.6% | +60.7% | -81.3% | -33.4% |
| 1Y | -9.1% | +73.7% | -82.8% | -25.9% |
| 3Y | +3.1% | +82.8% | -79.7% | -20.2% |
| All | -12.1% | -7.4% | -4.6% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling