-10.9%
CTSH vs COO
-38.8%
+27.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.1% |
| 7D | -2.7% | -2.2% | -0.5% | -1.9% |
| 30D | +12.4% | -7.0% | +19.4% | +15.3% |
| 3M | +17.4% | +12.2% | +5.2% | +12.4% |
| 6M | -3.1% | -15.1% | +12.0% | +2.4% |
| YTD | -23.6% | -15.1% | -8.5% | -19.2% |
| 1Y | -10.8% | +2.3% | -13.2% | -12.1% |
| 3Y | -8.3% | -23.7% | +15.4% | -2.8% |
| All | -10.9% | -38.8% | +27.8% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling