-7.6%
CTSH vs AR
+14.7%
-22.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.3% | +9.3% | +3.8% |
| 7D | -0.9% | -11.1% | +10.2% | +0.5% |
| 30D | +13.1% | +7.9% | +5.2% | +11.8% |
| 3M | +17.9% | +4.9% | +13.0% | +16.8% |
| 6M | +28.5% | -5.3% | +33.8% | +27.2% |
| YTD | -19.3% | +8.6% | -27.9% | -20.5% |
| 1Y | -7.6% | +13.7% | -21.3% | -9.7% |
| All | -7.6% | +14.7% | -22.3% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling