-17.1%
CTSH vs COF
+48.7%
-65.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.4% | -2.4% |
| 7D | -8.2% | -2.7% | -5.6% | -7.3% |
| 30D | +0.4% | -3.4% | +3.8% | +1.6% |
| 3M | +10.6% | +15.4% | -4.8% | +4.8% |
| 6M | -8.8% | +14.4% | -23.2% | -13.5% |
| YTD | -28.6% | -12.0% | -16.6% | -26.0% |
| 1Y | -15.9% | -3.7% | -12.2% | -15.7% |
| 3Y | -13.9% | +121.1% | -134.9% | -37.8% |
| 5Y | -17.1% | +47.8% | -64.9% | -34.7% |
| All | -17.1% | +48.7% | -65.8% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling