-13.8%
CTSH vs COPX
+76.0%
-89.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.0% | +7.2% | -0.4% |
| 7D | -9.8% | -2.9% | -6.9% | -10.0% |
| 30D | +0.1% | 0.0% | +0.1% | +0.2% |
| 3M | +13.2% | +14.8% | -1.6% | +15.3% |
| 6M | -6.2% | +7.0% | -13.2% | -4.5% |
| YTD | -28.5% | +23.8% | -52.3% | -29.1% |
| 1Y | -13.8% | +75.7% | -89.5% | -16.9% |
| All | -13.8% | +76.0% | -89.8% | -16.9% |
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