+34.8%
CTSH vs COPX
+307.7%
-272.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | -2.1% | -2.8% | +0.7% | -1.5% |
| 30D | +1.4% | -14.3% | +15.7% | +5.2% |
| 3M | +7.5% | -19.0% | +26.5% | +12.6% |
| 6M | +39.6% | -24.4% | +64.0% | +47.1% |
| YTD | -22.3% | -3.2% | -19.1% | -27.0% |
| 1Y | -12.0% | +15.2% | -27.1% | -22.5% |
| 3Y | +1.8% | +127.6% | -125.8% | -34.1% |
| 5Y | -15.8% | +106.0% | -121.8% | -45.2% |
| All | +34.8% | +307.7% | -272.9% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling