-10.9%
CTSH vs CAPR
+84.7%
-95.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.6% |
| 7D | -2.7% | -2.0% | -0.7% | -2.7% |
| 30D | +12.4% | +139.2% | -126.8% | +11.4% |
| 3M | +17.4% | -66.4% | +83.7% | +17.8% |
| 6M | -3.1% | -63.1% | +60.1% | -2.9% |
| YTD | -23.6% | -67.4% | +43.9% | -23.3% |
| 1Y | -10.8% | +58.2% | -69.1% | -14.4% |
| 3Y | -8.3% | +42.2% | -50.5% | -14.3% |
| All | -10.9% | +84.7% | -95.6% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling