+35,575.5%
CTSH vs COO
+1,243.9%
+34,331.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.2% |
| 7D | -0.6% | +4.7% | -5.3% | -2.1% |
| 30D | +13.4% | +13.9% | -0.5% | +8.7% |
| 3M | +14.4% | -14.9% | +29.4% | +19.8% |
| 6M | +27.7% | +2.0% | +25.7% | +25.8% |
| YTD | -20.6% | -23.9% | +3.3% | -14.1% |
| 1Y | -9.1% | -9.6% | +0.5% | -7.1% |
| 3Y | +3.1% | -25.4% | +28.5% | +9.1% |
| 5Y | -11.8% | -41.2% | +29.4% | -0.3% |
| 10Y | +42.7% | +42.1% | +0.6% | +21.5% |
| All | +35,575.5% | +1,243.9% | +34,331.6% | +16,775.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling