+34.8%
CTSH vs AR
+57.4%
-22.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -2.1% | +7.4% | -9.5% | -2.9% |
| 30D | +1.4% | +5.8% | -4.4% | +0.6% |
| 3M | +7.5% | +5.2% | +2.2% | +6.6% |
| 6M | +39.6% | +5.4% | +34.1% | +38.4% |
| YTD | -22.3% | +12.4% | -34.7% | -23.8% |
| 1Y | -12.0% | +12.8% | -24.8% | -13.8% |
| 3Y | +1.8% | +47.2% | -45.4% | -4.8% |
| 5Y | -15.8% | +101.1% | -117.0% | -25.5% |
| All | +34.8% | +57.4% | -22.5% | -1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling