-9.3%
CTSH vs COMP
-28.0%
+18.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.2% | +9.3% | +2.0% |
| 7D | +6.4% | -1.8% | +8.2% | +6.5% |
| 30D | +16.3% | -0.8% | +17.0% | +16.2% |
| 3M | +20.0% | -28.1% | +48.1% | +23.9% |
| 6M | +29.9% | +27.0% | +2.9% | +24.8% |
| YTD | -18.4% | -12.8% | -5.6% | -18.6% |
| 1Y | -8.9% | +4.9% | -13.8% | -11.1% |
| 3Y | +6.0% | +321.0% | -315.0% | -15.9% |
| 5Y | -9.3% | -25.6% | +16.3% | -15.2% |
| All | -9.3% | -28.0% | +18.7% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling