+35.7%
CTSH vs AR
+57.2%
-21.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -4.2% | +6.4% | -10.6% | -4.9% |
| 30D | +3.9% | +3.1% | +0.8% | +3.5% |
| 3M | +10.2% | +3.3% | +6.9% | +9.6% |
| 6M | +35.3% | +6.6% | +28.7% | +34.0% |
| YTD | -21.8% | +12.3% | -34.1% | -23.3% |
| 1Y | -12.1% | +12.3% | -24.5% | -13.9% |
| 3Y | +2.0% | +50.4% | -48.4% | -4.8% |
| 5Y | -15.3% | +101.0% | -116.3% | -25.0% |
| All | +35.7% | +57.2% | -21.5% | -0.7% |
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 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