-13.7%
CTSH vs AUR
+81.4%
-95.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | -9.8% | +0.2% | -9.9% | -9.8% |
| 30D | +0.1% | -8.9% | +9.0% | +0.5% |
| 3M | +13.2% | +4.6% | +8.6% | +12.4% |
| 6M | -6.2% | +44.9% | -51.1% | -9.7% |
| YTD | -28.5% | +64.8% | -93.3% | -31.9% |
| 1Y | -13.8% | +16.4% | -30.1% | -16.2% |
| All | -13.7% | +81.4% | -95.1% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling