-12.3%
CTSH vs AS
+137.8%
-150.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.5% |
| 7D | +1.8% | +4.5% | -2.7% | +1.2% |
| 30D | +9.8% | +13.2% | -3.4% | +7.8% |
| 3M | +12.1% | -11.9% | +24.0% | +14.0% |
| 6M | +27.4% | -11.6% | +39.0% | +29.2% |
| YTD | -20.3% | -14.7% | -5.6% | -18.8% |
| 1Y | -8.8% | +5.7% | -14.5% | -10.2% |
| All | -12.3% | +137.8% | -150.0% | -22.9% |
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