-15.9%
CTSH vs AS
+120.4%
-136.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.6% | -7.2% | -4.1% |
| 7D | -2.7% | -4.9% | +2.2% | -2.0% |
| 30D | +12.4% | -19.6% | +32.0% | +15.9% |
| 3M | +17.4% | -14.4% | +31.8% | +19.8% |
| 6M | -3.1% | -20.1% | +17.0% | -0.4% |
| YTD | -23.6% | -20.9% | -2.6% | -21.2% |
| 1Y | -10.8% | -21.9% | +11.0% | -8.2% |
| All | -15.9% | +120.4% | -136.3% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling