-34.5%
RBLX vs CTSH
-11.9%
-22.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | -0.1% |
| 7D | +5.1% | -3.7% | +8.8% | +6.9% |
| 30D | +28.0% | +3.7% | +24.3% | +25.2% |
| 3M | +4.6% | +17.9% | -13.3% | -6.2% |
| 6M | -24.7% | -2.6% | -22.0% | -24.5% |
| YTD | -43.8% | -26.4% | -17.4% | -34.5% |
| 1Y | -65.8% | -13.0% | -52.7% | -64.5% |
| 3Y | +59.4% | -11.2% | +70.6% | +56.7% |
| 5Y | -48.2% | -14.3% | -33.9% | -43.7% |
| All | -34.5% | -11.9% | -22.6% | -32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling