+22.5%
CTSH vs COO
+43.7%
-21.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -2.7% |
| 7D | -5.5% | -2.3% | -3.2% | -4.5% |
| 30D | +4.5% | -8.8% | +13.3% | +8.6% |
| 3M | +13.7% | +1.3% | +12.4% | +13.0% |
| 6M | -8.4% | -11.6% | +3.2% | -4.0% |
| YTD | -26.5% | -17.4% | -9.1% | -20.7% |
| 1Y | -13.9% | -1.6% | -12.3% | -14.2% |
| 3Y | -11.3% | -22.6% | +11.3% | -6.0% |
| 5Y | -14.8% | -40.3% | +25.5% | 0.0% |
| 10Y | +22.5% | +45.2% | -22.7% | -3.7% |
| All | +22.5% | +43.7% | -21.2% | -3.7% |
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