+557.5%
RKLB vs CTSH
-10.0%
+567.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.1% | -2.8% |
| 7D | +39.3% | -4.2% | +43.5% | +41.1% |
| 30D | -0.2% | +3.9% | -4.2% | -3.4% |
| 3M | -21.1% | +10.2% | -31.2% | -26.4% |
| 6M | -45.5% | +35.3% | -80.8% | -56.0% |
| YTD | -8.2% | -21.8% | +13.6% | +3.8% |
| 1Y | +28.2% | -12.1% | +40.4% | +33.4% |
| 3Y | +1,366.1% | +2.0% | +1,364.1% | +1,266.7% |
| 5Y | +345.9% | -15.3% | +361.1% | +369.1% |
| All | +557.5% | -10.0% | +567.6% | +555.9% |
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