-12.0%
CTSH vs COMP
+7.7%
-19.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | -2.1% | 0.0% | -2.1% | -2.2% |
| 30D | +1.4% | +16.6% | -15.2% | -0.4% |
| 3M | +7.5% | -23.5% | +31.0% | +9.2% |
| 6M | +39.6% | +25.7% | +13.8% | +34.3% |
| YTD | -22.3% | -3.4% | -18.9% | -17.9% |
| 1Y | -12.0% | +7.6% | -19.5% | -8.0% |
| All | -12.0% | +7.7% | -19.7% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling