+35.8%
CTSH vs ASX
+754.3%
-718.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.4% | -9.2% | -3.8% |
| 7D | -0.6% | -19.9% | +19.3% | +2.5% |
| 30D | +13.4% | -30.9% | +44.3% | +19.1% |
| 3M | +14.4% | -15.1% | +29.5% | +14.6% |
| 6M | +27.7% | -6.5% | +34.2% | +20.0% |
| YTD | -20.6% | +98.4% | -119.0% | -40.5% |
| 1Y | -9.1% | +107.9% | -117.0% | -32.9% |
| 3Y | +3.1% | +325.3% | -322.2% | -41.4% |
| 5Y | -11.8% | +447.3% | -459.1% | -55.0% |
| All | +35.8% | +754.3% | -718.5% | -46.0% |
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