-15.8%
CTSH vs RY
+123.4%
-139.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -2.1% | +0.6% | -2.7% | -2.4% |
| 30D | +1.4% | +5.0% | -3.6% | -1.2% |
| 3M | +7.5% | -5.3% | +12.8% | +10.1% |
| 6M | +39.6% | +13.8% | +25.7% | +28.4% |
| YTD | -22.3% | +21.0% | -43.3% | -31.3% |
| 1Y | -12.0% | +40.5% | -52.5% | -28.9% |
| 3Y | +1.8% | +159.7% | -157.9% | -45.3% |
| All | -15.8% | +123.4% | -139.2% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling