+169.9%
CTSH vs COPX
+186.2%
-16.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | -2.7% | -4.0% | +1.3% | -1.4% |
| 30D | +12.4% | +4.5% | +7.8% | +10.6% |
| 3M | +17.4% | +0.8% | +16.5% | +15.4% |
| 6M | -3.1% | +3.2% | -6.3% | -7.2% |
| YTD | -23.6% | +26.7% | -50.3% | -33.2% |
| 1Y | -10.8% | +85.7% | -96.5% | -33.0% |
| 3Y | -8.3% | +151.2% | -159.5% | -41.0% |
| 5Y | -11.3% | +170.0% | -181.3% | -46.4% |
| 10Y | +22.6% | +572.9% | -550.3% | -53.8% |
| All | +169.9% | +186.2% | -16.3% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling