-37.7%
RBLX vs CTSH
-8.5%
-29.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.6% | +7.9% | +6.2% |
| 7D | +12.4% | -2.7% | +15.1% | +13.8% |
| 30D | +19.7% | +12.4% | +7.3% | +12.6% |
| 3M | -0.1% | +17.4% | -17.5% | -9.8% |
| 6M | -35.7% | -3.1% | -32.7% | -35.1% |
| YTD | -46.6% | -23.6% | -23.0% | -38.7% |
| 1Y | -66.6% | -10.8% | -55.8% | -65.7% |
| 3Y | +52.3% | -8.3% | +60.6% | +47.7% |
| 5Y | -47.7% | -11.3% | -36.4% | -44.1% |
| All | -37.7% | -8.5% | -29.2% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling