+1,127.7%
RSP vs CTSH
+3,116.0%
-1,988.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.8% |
| 7D | -0.8% | -2.7% | +1.9% | +0.2% |
| 30D | -0.3% | +12.4% | -12.7% | -4.6% |
| 3M | +4.3% | +17.4% | -13.1% | -3.1% |
| 6M | +8.8% | -3.1% | +11.9% | +7.7% |
| YTD | +15.3% | -23.6% | +38.8% | +23.8% |
| 1Y | +18.3% | -10.8% | +29.1% | +19.4% |
| 3Y | +52.8% | -8.3% | +61.1% | +51.2% |
| 5Y | +51.7% | -11.3% | +63.0% | +49.5% |
| 10Y | +208.5% | +22.6% | +185.9% | +159.8% |
| All | +1,127.7% | +3,116.0% | -1,988.3% | +299.0% |
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 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