-10.8%
CTSH vs COR
+12.8%
-23.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.3% |
| 7D | -2.7% | +2.8% | -5.5% | -3.1% |
| 30D | +12.4% | +4.5% | +7.8% | +11.4% |
| 3M | +17.4% | +22.7% | -5.3% | +14.1% |
| 6M | -3.1% | -9.7% | +6.7% | -4.3% |
| YTD | -23.6% | -1.4% | -22.1% | -24.8% |
| 1Y | -10.8% | +13.9% | -24.8% | -15.4% |
| All | -10.8% | +12.8% | -23.6% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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