-35.5%
RBLX vs CTSH
-12.0%
-23.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.8% | +7.3% | +5.4% |
| 7D | +10.2% | -5.5% | +15.7% | +13.1% |
| 30D | +18.6% | +4.5% | +14.1% | +15.6% |
| 3M | +6.0% | +13.7% | -7.8% | -3.0% |
| 6M | -29.5% | -8.4% | -21.1% | -26.7% |
| YTD | -44.7% | -26.5% | -18.2% | -35.4% |
| 1Y | -65.1% | -13.9% | -51.2% | -63.6% |
| 3Y | +54.5% | -11.3% | +65.8% | +52.0% |
| 5Y | -46.3% | -14.8% | -31.5% | -41.5% |
| All | -35.5% | -12.0% | -23.5% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CTSH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling