+547.3%
RKLB vs CTSH
-17.9%
+565.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.0% |
| 7D | 0.0% | -8.2% | +8.2% | +3.6% |
| 30D | -21.2% | +0.4% | -21.6% | -21.8% |
| 3M | -41.7% | +10.6% | -52.3% | -45.9% |
| 6M | -11.8% | -8.8% | -3.0% | -8.4% |
| YTD | -9.6% | -28.6% | +19.0% | +8.7% |
| 1Y | +34.1% | -15.9% | +50.0% | +42.8% |
| 3Y | +917.3% | -13.9% | +931.1% | +967.3% |
| 5Y | +204.4% | -17.1% | +221.5% | +231.8% |
| All | +547.3% | -17.9% | +565.1% | +586.6% |
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