+37.8%
CTSH vs CNP
+142.6%
-104.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -2.3% | -4.3% | +2.0% | -0.6% |
| 30D | +7.4% | +5.7% | +1.7% | +4.8% |
| 3M | +10.9% | +0.9% | +10.0% | +10.1% |
| 6M | +24.7% | -1.1% | +25.7% | +24.2% |
| YTD | -22.0% | +8.3% | -30.2% | -25.8% |
| 1Y | -11.2% | +5.9% | -17.1% | -14.7% |
| 3Y | +3.9% | +64.6% | -60.8% | -20.1% |
| 5Y | -13.9% | +74.6% | -88.5% | -36.5% |
| 10Y | +37.8% | +139.8% | -102.1% | -31.2% |
| All | +37.8% | +142.6% | -104.8% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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