+35.8%
CTSH vs COO
+41.2%
-5.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.0% |
| 7D | -0.6% | +4.7% | -5.3% | -2.5% |
| 30D | +13.4% | +13.9% | -0.5% | +7.4% |
| 3M | +14.4% | -14.9% | +29.4% | +21.4% |
| 6M | +27.7% | +2.0% | +25.7% | +25.0% |
| YTD | -20.6% | -23.9% | +3.3% | -12.1% |
| 1Y | -9.1% | -9.6% | +0.5% | -6.6% |
| 3Y | +3.1% | -25.4% | +28.5% | +9.9% |
| 5Y | -11.8% | -41.2% | +29.4% | +3.1% |
| All | +35.8% | +41.2% | -5.5% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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