-6.2%
CTSH vs AUR
-57.9%
+51.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.4% |
| 7D | -2.1% | -4.5% | +2.4% | -1.9% |
| 30D | +1.4% | -16.6% | +18.0% | +2.4% |
| 3M | +7.5% | -38.5% | +45.9% | +10.4% |
| 6M | +39.6% | -49.9% | +89.4% | +45.0% |
| YTD | -22.3% | +9.6% | -31.9% | -24.5% |
| 1Y | -12.0% | +1.2% | -13.2% | -14.0% |
| 3Y | +1.8% | +128.8% | -127.0% | -11.5% |
| 5Y | -15.8% | -57.9% | +42.1% | -23.3% |
| All | -6.2% | -57.9% | +51.7% | -14.5% |
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