-10.0%
CTSH vs COMP
-52.0%
+41.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.7% | -13.5% | -3.9% |
| 7D | -0.6% | +13.4% | -14.0% | -2.1% |
| 30D | +13.4% | +11.1% | +2.3% | +11.9% |
| 3M | +14.4% | -18.8% | +33.3% | +16.5% |
| 6M | +27.7% | +10.5% | +17.2% | +25.0% |
| YTD | -20.6% | -3.4% | -17.2% | -21.8% |
| 1Y | -9.1% | +19.7% | -28.8% | -12.6% |
| 3Y | +3.1% | +381.6% | -378.5% | -19.0% |
| 5Y | -11.8% | -17.6% | +5.8% | -22.8% |
| All | -10.0% | -52.0% | +41.9% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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