+212.8%
RDDT vs CTSH
-14.5%
+227.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.4% |
| 7D | +2.1% | -3.7% | +5.9% | +3.7% |
| 30D | +2.8% | +3.7% | -0.9% | +1.2% |
| 3M | -8.9% | +17.9% | -26.9% | -16.7% |
| 6M | +15.1% | -2.6% | +17.7% | +17.6% |
| YTD | -31.4% | -26.4% | -5.0% | -17.5% |
| 1Y | -39.4% | -13.0% | -26.4% | -34.4% |
| All | +212.8% | -14.5% | +227.3% | +264.9% |
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 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