-7.3%
CTSH vs COO
-23.4%
+16.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.2% |
| 7D | -2.7% | -2.2% | -0.5% | -2.1% |
| 30D | +12.4% | -7.0% | +19.4% | +14.6% |
| 3M | +17.4% | +12.2% | +5.2% | +13.7% |
| 6M | -3.1% | -15.1% | +12.0% | +1.0% |
| YTD | -23.6% | -15.1% | -8.5% | -20.3% |
| 1Y | -10.8% | +2.3% | -13.2% | -11.4% |
| All | -7.3% | -23.4% | +16.1% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling