+34.8%
CTSH vs COR
+486.2%
-451.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.6% |
| 7D | -2.1% | +7.8% | -10.0% | -4.6% |
| 30D | +1.4% | +7.0% | -5.6% | -1.0% |
| 3M | +7.5% | +16.3% | -8.8% | +2.1% |
| 6M | +39.6% | +41.3% | -1.7% | +24.3% |
| YTD | -22.3% | +7.1% | -29.4% | -25.2% |
| 1Y | -12.0% | -0.8% | -11.1% | -13.0% |
| 3Y | +1.8% | +85.0% | -83.2% | -21.2% |
| 5Y | -15.8% | +203.9% | -219.7% | -46.8% |
| All | +34.8% | +486.2% | -451.4% | -32.0% |
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