+4,221.5%
CTSH vs CNC
+5,537.6%
-1,316.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.3% |
| 7D | -2.7% | +3.5% | -6.2% | -3.4% |
| 30D | +12.4% | +0.1% | +12.3% | +12.2% |
| 3M | +17.4% | +6.9% | +10.4% | +15.2% |
| 6M | -3.1% | +49.0% | -52.1% | -12.4% |
| YTD | -23.6% | +62.9% | -86.5% | -32.5% |
| 1Y | -10.8% | +134.0% | -144.8% | -27.8% |
| 3Y | -8.3% | +9.4% | -17.7% | -16.7% |
| 5Y | -11.3% | +4.1% | -15.5% | -19.8% |
| 10Y | +22.6% | +95.4% | -72.8% | -7.5% |
| All | +4,221.5% | +5,537.6% | -1,316.1% | +1,472.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling