+37.1%
CTSH vs ALL
+371.2%
-334.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -2.1% | -2.6% | +0.5% | -0.9% |
| 30D | +8.0% | +12.7% | -4.8% | +2.2% |
| 3M | +10.6% | +0.4% | +10.2% | +10.3% |
| 6M | +32.5% | +23.8% | +8.7% | +19.9% |
| YTD | -21.0% | +27.8% | -48.8% | -29.8% |
| 1Y | -9.9% | +28.9% | -38.8% | -20.4% |
| 3Y | +3.1% | +113.9% | -110.7% | -30.8% |
| 5Y | -13.4% | +157.4% | -170.8% | -49.5% |
| 10Y | +37.1% | +369.0% | -331.8% | -41.3% |
| All | +37.1% | +371.2% | -334.0% | -41.3% |
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