-7.6%
CTSH vs COPX
+31.7%
-39.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +3.6% |
| 7D | -0.9% | -3.0% | +2.1% | -1.3% |
| 30D | +13.1% | -13.6% | +26.7% | +11.1% |
| 3M | +17.9% | -11.2% | +29.1% | +16.4% |
| 6M | +28.5% | -2.4% | +30.9% | +28.7% |
| YTD | -19.3% | +4.2% | -23.5% | -22.5% |
| 1Y | -7.6% | +32.2% | -39.8% | -16.6% |
| All | -7.6% | +31.7% | -39.3% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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