-10.2%
CTSH vs AS
+133.7%
-143.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.4% | +1.5% |
| 7D | +6.4% | +7.1% | -0.7% | +5.4% |
| 30D | +16.3% | +12.8% | +3.5% | +14.2% |
| 3M | +20.0% | -14.7% | +34.7% | +22.6% |
| 6M | +29.9% | -9.9% | +39.9% | +31.4% |
| YTD | -18.4% | -16.1% | -2.2% | -16.7% |
| 1Y | -8.9% | +0.2% | -9.0% | -9.5% |
| All | -10.2% | +133.7% | -143.9% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling