+1.3%
CTSH vs ALL
+117.7%
-116.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | -2.6% | +5.0% | -7.7% | -4.3% |
| 30D | +0.9% | +13.3% | -12.5% | -3.2% |
| 3M | +6.9% | +3.2% | +3.7% | +5.6% |
| 6M | +38.8% | +25.3% | +13.5% | +30.2% |
| YTD | -22.7% | +30.5% | -53.2% | -28.5% |
| 1Y | -12.4% | +29.2% | -41.6% | -18.7% |
| 3Y | +1.3% | +119.1% | -117.8% | -15.1% |
| All | +1.3% | +117.7% | -116.5% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling