-10.9%
CTSH vs COMP
-31.2%
+20.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.7% |
| 7D | -2.7% | +1.4% | -4.1% | -2.9% |
| 30D | +12.4% | -13.3% | +25.7% | +14.0% |
| 3M | +17.4% | +41.1% | -23.7% | +12.4% |
| 6M | -3.1% | +17.2% | -20.3% | -6.1% |
| YTD | -23.6% | +5.2% | -28.8% | -25.2% |
| 1Y | -10.8% | +18.9% | -29.8% | -14.2% |
| 3Y | -8.3% | +215.9% | -224.2% | -24.4% |
| All | -10.9% | -31.2% | +20.3% | -21.2% |
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