+18.7%
CTSH vs COPX
+584.4%
-565.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.0% | +7.2% | +2.2% |
| 7D | -9.8% | -2.9% | -6.9% | -9.2% |
| 30D | +0.1% | 0.0% | +0.1% | -0.2% |
| 3M | +13.2% | +14.8% | -1.6% | +7.3% |
| 6M | -6.2% | +7.0% | -13.2% | -10.8% |
| YTD | -28.5% | +23.8% | -52.3% | -36.6% |
| 1Y | -13.8% | +75.7% | -89.5% | -33.2% |
| 3Y | -13.7% | +156.4% | -170.1% | -44.5% |
| 5Y | -16.7% | +167.6% | -184.3% | -49.1% |
| All | +18.7% | +584.4% | -565.7% | -56.2% |
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