+34,247.0%
CTSH vs RVTY
+1,091.5%
+33,155.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -2.7% | +1.1% | -3.8% | -3.1% |
| 30D | +12.4% | +13.2% | -0.9% | +7.4% |
| 3M | +17.4% | +27.2% | -9.9% | +6.8% |
| 6M | -3.1% | +32.4% | -35.5% | -13.6% |
| YTD | -23.6% | +34.9% | -58.4% | -32.4% |
| 1Y | -10.8% | +52.4% | -63.2% | -24.8% |
| 3Y | -8.3% | +12.3% | -20.6% | -16.7% |
| 5Y | -11.3% | -30.8% | +19.5% | -6.0% |
| 10Y | +22.6% | +150.7% | -128.1% | -20.2% |
| All | +34,247.0% | +1,091.5% | +33,155.5% | +17,587.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling