+34,247.0%
CTSH vs COR
+6,514.8%
+27,732.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.1% |
| 7D | -2.7% | +2.8% | -5.5% | -3.4% |
| 30D | +12.4% | +4.5% | +7.8% | +11.0% |
| 3M | +17.4% | +22.7% | -5.3% | +11.3% |
| 6M | -3.1% | -9.7% | +6.7% | -1.2% |
| YTD | -23.6% | -1.4% | -22.1% | -24.0% |
| 1Y | -10.8% | +13.9% | -24.8% | -14.8% |
| 3Y | -8.3% | +94.0% | -102.3% | -24.6% |
| 5Y | -11.3% | +184.0% | -195.3% | -34.3% |
| 10Y | +22.6% | +406.8% | -384.1% | -24.0% |
| All | +34,247.0% | +6,514.8% | +27,732.2% | +16,650.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling