-7.7%
CTSH vs A
+30.8%
-38.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | -2.7% | -1.9% | -0.8% | -2.1% |
| 30D | +12.4% | +6.9% | +5.5% | +10.0% |
| 3M | +17.4% | +9.2% | +8.1% | +13.9% |
| 6M | -3.1% | +25.7% | -28.8% | -10.6% |
| YTD | -23.6% | +11.5% | -35.1% | -26.5% |
| 1Y | -10.8% | +18.4% | -29.2% | -16.2% |
| All | -7.7% | +30.8% | -38.5% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling