+70.0%
CTSH vs AR
-27.2%
+97.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.6% |
| 3M | +17.4% | +6.2% | +11.1% | +16.5% |
| 6M | -3.1% | +4.3% | -7.4% | -3.8% |
| YTD | -23.6% | +14.4% | -37.9% | -25.0% |
| 1Y | -10.8% | +21.3% | -32.2% | -13.3% |
| 3Y | -8.3% | +39.8% | -48.1% | -13.6% |
| 5Y | -11.3% | +142.1% | -153.4% | -22.8% |
| 10Y | +22.6% | +52.0% | -29.4% | -7.3% |
| All | +70.0% | -27.2% | +97.2% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling