-13.9%
CTSH vs COF
+119.0%
-132.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.4% | -2.4% |
| 7D | -8.2% | -2.7% | -5.6% | -7.4% |
| 30D | +0.4% | -3.4% | +3.8% | +1.5% |
| 3M | +10.6% | +15.4% | -4.8% | +5.3% |
| 6M | -8.8% | +14.4% | -23.2% | -13.0% |
| YTD | -28.6% | -12.0% | -16.6% | -26.3% |
| 1Y | -15.9% | -3.7% | -12.2% | -15.7% |
| All | -13.9% | +119.0% | -132.8% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 3y: compounded portfolio wealth divided by compounded COF 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…
3y analysis · Full analysis span regression · 6 months rolling