-11.2%
CTSH vs CORZ
+136.6%
-147.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +2.2% |
| 7D | +1.8% | -7.8% | +9.6% | +1.8% |
| 30D | +9.8% | -14.8% | +24.6% | +9.8% |
| 3M | +12.1% | -32.5% | +44.6% | +12.2% |
| 6M | +27.4% | -42.7% | +70.1% | +27.4% |
| YTD | -20.3% | -9.8% | -10.4% | -22.1% |
| 1Y | -8.8% | -31.9% | +23.1% | -9.8% |
| All | -11.2% | +136.6% | -147.8% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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