+3.1%
CTSH vs RY
+155.6%
-152.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.5% | -2.3% |
| 7D | -0.6% | -0.9% | +0.3% | -0.3% |
| 30D | +13.4% | +5.9% | +7.5% | +11.3% |
| 3M | +14.4% | -4.3% | +18.7% | +15.8% |
| 6M | +27.7% | +12.1% | +15.6% | +20.3% |
| YTD | -20.6% | +20.3% | -40.9% | -27.7% |
| 1Y | -9.1% | +41.0% | -50.1% | -23.7% |
| 3Y | +3.1% | +157.5% | -154.5% | -34.0% |
| All | +3.1% | +155.6% | -152.5% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling