-11.2%
CTSH vs AUR
-34.9%
+23.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.7% | -6.5% | -4.0% |
| 7D | -5.5% | +19.2% | -24.7% | -6.6% |
| 30D | +4.5% | -7.8% | +12.3% | +4.9% |
| 3M | +13.7% | +4.0% | +9.7% | +12.9% |
| 6M | -8.4% | +45.0% | -53.4% | -12.0% |
| YTD | -26.5% | +69.5% | -96.0% | -30.4% |
| 1Y | -13.9% | +13.0% | -27.0% | -16.2% |
| 3Y | -11.3% | +90.4% | -101.7% | -21.5% |
| 5Y | -14.8% | -34.2% | +19.3% | -24.5% |
| All | -11.2% | -34.9% | +23.7% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling