-9.3%
CTSH vs CF
+125.5%
-134.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -5.0% | +0.6% |
| 7D | +6.4% | +0.4% | +6.0% | +6.4% |
| 30D | +16.3% | +2.2% | +14.1% | +16.0% |
| 3M | +20.0% | +2.1% | +17.9% | +19.6% |
| 6M | +29.9% | -6.5% | +36.5% | +30.3% |
| YTD | -18.4% | +55.6% | -73.9% | -23.1% |
| 1Y | -8.9% | +42.3% | -51.2% | -13.2% |
| 3Y | +6.0% | +55.7% | -49.7% | -1.4% |
| 5Y | -9.3% | +122.4% | -131.7% | -24.6% |
| All | -9.3% | +125.5% | -134.8% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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