+209.5%
CTSH vs CAPR
-99.1%
+308.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.0% |
| 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% | -14.6% |
| 3Y | -8.3% | +42.2% | -50.5% | -13.5% |
| 5Y | -11.3% | +87.3% | -98.6% | -17.2% |
| 10Y | +22.6% | -75.3% | +97.9% | +10.5% |
| All | +209.5% | -99.1% | +308.6% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling