-8.8%
CTSH vs COO
-9.3%
+0.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +1.8% | +4.5% | -2.7% | +0.2% |
| 30D | +9.8% | +16.9% | -7.1% | +4.2% |
| 3M | +12.1% | -16.7% | +28.8% | +20.4% |
| 6M | +27.4% | +5.9% | +21.5% | +23.7% |
| YTD | -20.3% | -22.4% | +2.2% | -9.1% |
| 1Y | -8.8% | -10.1% | +1.3% | -1.9% |
| All | -8.8% | -9.3% | +0.5% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling