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  • CTSH vs RY✓SelectedUSD · RYCTSH vs RY performance historyLatest closeAs of-3.60%09/04
Stock and ETF performance explorer

CTSH vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+34,247.0%
RY return
+4,133.7%
Excess return
+30,113.3%
Maximum drawdown
-71.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D-3.6%-0.7%-2.9%-3.2%
7D-2.7%+3.1%-5.8%-4.6%
30D+12.4%-0.3%+12.7%+12.4%
3M+17.4%+8.7%+8.7%+10.4%
6M-3.1%+28.5%-31.6%-18.5%
YTD-23.6%+25.1%-48.7%-34.8%
1Y-10.8%+46.3%-57.1%-31.4%
3Y-8.3%+154.9%-163.2%-51.7%
5Y-11.3%+140.3%-151.6%-51.6%
10Y+22.6%+377.0%-354.4%-57.4%
All+34,247.0%+4,133.7%+30,113.3%+3,390.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling