-10.9%
CTSH vs ALL
+118.4%
-129.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.2% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +12.4% | -1.5% | +13.9% | +12.8% |
| 3M | +17.4% | +23.6% | -6.3% | +9.9% |
| 6M | -3.1% | +22.3% | -25.4% | -9.1% |
| YTD | -23.6% | +26.5% | -50.1% | -29.2% |
| 1Y | -10.8% | +27.0% | -37.8% | -17.6% |
| 3Y | -8.3% | +149.6% | -157.9% | -33.2% |
| All | -10.9% | +118.4% | -129.4% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling