+22.5%
CTSH vs ALL
+355.7%
-333.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.5% | -2.8% |
| 7D | -5.5% | -1.7% | -3.8% | -4.7% |
| 30D | +4.5% | -4.7% | +9.2% | +6.7% |
| 3M | +13.7% | +18.4% | -4.6% | +5.4% |
| 6M | -8.4% | +20.5% | -28.9% | -16.1% |
| YTD | -26.5% | +23.5% | -50.0% | -33.7% |
| 1Y | -13.9% | +29.0% | -42.9% | -24.1% |
| 3Y | -11.3% | +153.7% | -165.0% | -45.5% |
| 5Y | -14.8% | +114.8% | -129.6% | -44.9% |
| 10Y | +22.5% | +356.1% | -333.6% | -42.1% |
| All | +22.5% | +355.7% | -333.2% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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