+4.5%
CTSH vs AR
+44.3%
-39.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.1% |
| 7D | +1.8% | -5.8% | +7.6% | +2.5% |
| 30D | +9.8% | +4.8% | +5.0% | +8.9% |
| 3M | +12.1% | +1.5% | +10.6% | +11.6% |
| 6M | +27.4% | +4.7% | +22.7% | +26.1% |
| YTD | -20.3% | +9.2% | -29.5% | -21.8% |
| 1Y | -8.8% | +11.2% | -20.0% | -11.0% |
| All | +4.5% | +44.3% | -39.9% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling