+2.5%
CTSH vs COO
-24.6%
+27.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -4.2% | -2.1% | -2.1% | -3.7% |
| 30D | +3.9% | +13.9% | -10.0% | +0.4% |
| 3M | +10.2% | -18.9% | +29.1% | +16.3% |
| 6M | +35.3% | +3.7% | +31.6% | +33.4% |
| YTD | -21.8% | -24.1% | +2.3% | -16.2% |
| 1Y | -12.1% | -14.2% | +2.1% | -8.7% |
| All | +2.5% | -24.6% | +27.1% | +5.3% |
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