+35.7%
CTSH vs A
+300.7%
-265.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -0.1% |
| 7D | -4.2% | +0.7% | -4.9% | -4.6% |
| 30D | +3.9% | +0.8% | +3.1% | +3.1% |
| 3M | +10.2% | +16.9% | -6.7% | +1.5% |
| 6M | +35.3% | +53.8% | -18.5% | +8.1% |
| YTD | -21.8% | +28.1% | -49.9% | -31.9% |
| 1Y | -12.1% | +15.0% | -27.2% | -19.5% |
| 3Y | +2.0% | +63.1% | -61.1% | -25.0% |
| 5Y | -15.3% | +11.5% | -26.7% | -25.4% |
| All | +35.7% | +300.7% | -265.0% | -35.4% |
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