+38.7%
CTSH vs COR
+505.6%
-466.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | +1.8% | +2.4% | -0.6% | +0.9% |
| 30D | +9.8% | +7.7% | +2.1% | +7.0% |
| 3M | +12.1% | +7.5% | +4.6% | +9.3% |
| 6M | +27.4% | +34.1% | -6.7% | +15.5% |
| YTD | -20.3% | +3.9% | -24.1% | -22.4% |
| 1Y | -8.8% | -3.6% | -5.2% | -9.0% |
| 3Y | +4.0% | +80.5% | -76.5% | -18.8% |
| 5Y | -12.2% | +194.9% | -207.0% | -43.9% |
| 10Y | +38.7% | +486.6% | -447.9% | -29.2% |
| All | +38.7% | +505.6% | -466.9% | -29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling