-13.9%
CTSH vs RY
+45.9%
-59.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.1% | -3.9% |
| 7D | -5.5% | +2.7% | -8.2% | -5.1% |
| 30D | +4.5% | -1.0% | +5.5% | +4.3% |
| 3M | +13.7% | +7.6% | +6.1% | +11.9% |
| 6M | -8.4% | +29.5% | -37.9% | -12.9% |
| YTD | -26.5% | +24.2% | -50.7% | -29.1% |
| 1Y | -13.9% | +46.4% | -60.3% | -25.2% |
| All | -13.9% | +45.9% | -59.9% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling