-15.8%
CTSH vs ASX
+482.2%
-498.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.5% |
| 7D | -2.1% | +12.4% | -14.5% | -3.0% |
| 30D | +1.4% | -19.8% | +21.2% | +2.6% |
| 3M | +7.5% | -10.3% | +17.8% | +6.9% |
| 6M | +39.6% | +1.2% | +38.3% | +32.2% |
| YTD | -22.3% | +123.0% | -145.3% | -41.0% |
| 1Y | -12.0% | +145.4% | -157.4% | -35.1% |
| 3Y | +1.8% | +368.6% | -366.8% | -42.0% |
| All | -15.8% | +482.2% | -498.0% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling