+36,578.7%
CTSH vs RY
+4,022.1%
+32,556.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.0% | +3.0% |
| 7D | +6.4% | -1.1% | +7.5% | +7.1% |
| 30D | +16.3% | +4.4% | +11.9% | +12.9% |
| 3M | +20.0% | -2.9% | +22.9% | +21.7% |
| 6M | +29.9% | +15.6% | +14.4% | +17.1% |
| YTD | -18.4% | +21.8% | -40.2% | -29.4% |
| 1Y | -8.9% | +42.6% | -51.4% | -28.8% |
| 3Y | +6.0% | +160.9% | -154.9% | -45.0% |
| 5Y | -9.3% | +126.1% | -135.4% | -48.6% |
| 10Y | +46.7% | +371.7% | -325.0% | -48.8% |
| All | +36,578.7% | +4,022.1% | +32,556.6% | +3,682.7% |
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