+1.8%
CTSH vs CAPR
+239.1%
-237.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | -0.6% |
| 7D | -2.1% | +5.9% | -8.0% | -2.2% |
| 30D | +1.4% | +44.6% | -43.2% | +1.1% |
| 3M | +7.5% | +126.4% | -118.9% | +6.7% |
| 6M | +39.6% | -68.6% | +108.1% | +40.0% |
| YTD | -22.3% | -67.0% | +44.7% | -22.2% |
| 1Y | -12.0% | +65.2% | -77.1% | -14.8% |
| 3Y | +1.8% | +235.6% | -233.8% | -1.9% |
| All | +1.8% | +239.1% | -237.3% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling