-7.3%
CTSH vs AR
+40.7%
-48.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.5% |
| 7D | -2.7% | +2.5% | -5.2% | -3.0% |
| 30D | +12.4% | +14.8% | -2.4% | +10.4% |
| 3M | +17.4% | +6.2% | +11.1% | +16.3% |
| 6M | -3.1% | +4.3% | -7.4% | -4.0% |
| YTD | -23.6% | +14.4% | -37.9% | -25.2% |
| 1Y | -10.8% | +21.3% | -32.2% | -13.7% |
| All | -7.3% | +40.7% | -48.1% | -15.4% |
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 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