-10.9%
CTSH vs B
+153.8%
-164.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.4% |
| 7D | -2.7% | -1.6% | -1.1% | -2.5% |
| 30D | +12.4% | +9.4% | +2.9% | +11.3% |
| 3M | +17.4% | +5.0% | +12.4% | +16.7% |
| 6M | -3.1% | -3.5% | +0.5% | -2.9% |
| YTD | -23.6% | +4.5% | -28.0% | -24.6% |
| 1Y | -10.8% | +67.8% | -78.6% | -18.8% |
| 3Y | -8.3% | +196.7% | -205.0% | -26.5% |
| All | -10.9% | +153.8% | -164.7% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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