+18.7%
CTSH vs CNC
+96.8%
-78.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.2% |
| 7D | -9.8% | -3.9% | -5.9% | -9.0% |
| 30D | +0.1% | +0.8% | -0.7% | -0.1% |
| 3M | +13.2% | +0.1% | +13.1% | +12.8% |
| 6M | -6.2% | +79.7% | -85.9% | -18.4% |
| YTD | -28.5% | +58.9% | -87.4% | -36.5% |
| 1Y | -13.8% | +109.1% | -122.9% | -28.6% |
| 3Y | -13.7% | 0.0% | -13.7% | -19.8% |
| 5Y | -16.7% | +9.5% | -26.2% | -26.6% |
| All | +18.7% | +96.8% | -78.1% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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