-12.6%
CTSH vs AS
+134.9%
-147.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | -0.6% | +6.9% | -7.5% | -1.6% |
| 30D | +13.4% | +16.0% | -2.6% | +10.9% |
| 3M | +14.4% | -12.8% | +27.3% | +16.5% |
| 6M | +27.7% | -15.4% | +43.1% | +30.4% |
| YTD | -20.6% | -15.7% | -4.9% | -19.0% |
| 1Y | -9.1% | +6.1% | -15.2% | -10.5% |
| All | -12.6% | +134.9% | -147.5% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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