+22.5%
CTSH vs A
+237.5%
-214.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.2% | -2.6% |
| 7D | -5.5% | -2.1% | -3.4% | -4.6% |
| 30D | +4.5% | +0.6% | +3.9% | +4.2% |
| 3M | +13.7% | +10.9% | +2.9% | +8.0% |
| 6M | -8.4% | +28.2% | -36.6% | -19.7% |
| YTD | -26.5% | +8.6% | -35.1% | -30.2% |
| 1Y | -13.9% | +15.5% | -29.5% | -21.2% |
| 3Y | -11.3% | +31.8% | -43.1% | -27.1% |
| 5Y | -14.8% | -14.9% | 0.0% | -13.3% |
| 10Y | +22.5% | +237.8% | -215.3% | -36.1% |
| All | +22.5% | +237.5% | -214.9% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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