+22.0%
CTSH vs RY
+373.9%
-352.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.1% |
| 7D | -2.7% | +3.1% | -5.8% | -4.7% |
| 30D | +12.4% | -0.3% | +12.7% | +12.3% |
| 3M | +17.4% | +8.7% | +8.7% | +9.9% |
| 6M | -3.1% | +28.5% | -31.6% | -19.6% |
| YTD | -23.6% | +25.1% | -48.7% | -35.6% |
| 1Y | -10.8% | +46.3% | -57.1% | -32.9% |
| 3Y | -8.3% | +154.9% | -163.2% | -55.0% |
| 5Y | -11.3% | +140.3% | -151.6% | -54.9% |
| All | +22.0% | +373.9% | -352.0% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling