+22.6%
CTSH vs ASX
+856.9%
-834.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | +12.4% | +2.0% | +10.4% | +11.6% |
| 3M | +17.4% | -1.3% | +18.7% | +14.2% |
| 6M | -3.1% | +71.4% | -74.5% | -20.1% |
| YTD | -23.6% | +135.3% | -158.9% | -43.0% |
| 1Y | -10.8% | +267.5% | -278.3% | -42.2% |
| 3Y | -8.3% | +388.5% | -396.8% | -47.7% |
| 5Y | -11.3% | +417.1% | -428.4% | -52.0% |
| All | +22.6% | +856.9% | -834.3% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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