-8.8%
CTSH vs AR
+9.7%
-18.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | 0.0% |
| 7D | +1.8% | -5.8% | +7.6% | +2.4% |
| 30D | +9.8% | +4.8% | +5.0% | +8.9% |
| 3M | +12.1% | +1.5% | +10.6% | +11.5% |
| 6M | +27.4% | +4.7% | +22.7% | +25.6% |
| YTD | -20.3% | +9.2% | -29.5% | -21.5% |
| 1Y | -8.8% | +11.2% | -20.0% | -10.5% |
| All | -8.8% | +9.7% | -18.5% | -10.5% |
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