+35.8%
CTSH vs CAPR
-68.5%
+104.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.7% | -7.4% | -2.8% |
| 7D | -0.6% | +41.1% | -41.7% | -1.2% |
| 30D | +13.4% | +11.1% | +2.3% | +13.1% |
| 3M | +14.4% | +115.3% | -100.9% | +12.6% |
| 6M | +27.7% | -73.8% | +101.5% | +28.8% |
| YTD | -20.6% | -68.8% | +48.2% | -20.3% |
| 1Y | -9.1% | +43.3% | -52.4% | -14.6% |
| 3Y | +3.1% | +214.7% | -211.6% | -7.7% |
| 5Y | -11.8% | +141.3% | -153.1% | -21.7% |
| All | +35.8% | -68.5% | +104.3% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling