+37.8%
CTSH vs AR
+48.7%
-10.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | -2.3% | -10.5% | +8.2% | -1.1% |
| 30D | +7.4% | +1.3% | +6.2% | +7.2% |
| 3M | +10.9% | +4.8% | +6.2% | +10.1% |
| 6M | +24.7% | +1.2% | +23.5% | +24.2% |
| YTD | -22.0% | +5.5% | -27.5% | -22.9% |
| 1Y | -11.2% | +8.1% | -19.2% | -12.6% |
| 3Y | +3.9% | +38.8% | -35.0% | -2.2% |
| 5Y | -13.9% | +78.8% | -92.8% | -22.9% |
| 10Y | +37.8% | +46.4% | -8.6% | +2.8% |
| All | +37.8% | +48.7% | -10.9% | +2.8% |
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