+37.1%
CTSH vs CP
+251.7%
-214.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | +8.0% | +9.6% | -1.7% | +3.3% |
| 3M | +10.6% | +2.2% | +8.4% | +9.4% |
| 6M | +32.5% | +11.1% | +21.4% | +25.5% |
| YTD | -21.0% | +28.2% | -49.1% | -31.1% |
| 1Y | -9.9% | +32.2% | -42.1% | -22.6% |
| 3Y | +3.1% | +35.5% | -32.4% | -15.0% |
| 5Y | -13.4% | +26.8% | -40.2% | -27.6% |
| 10Y | +37.1% | +256.9% | -219.8% | -27.1% |
| All | +37.1% | +251.7% | -214.6% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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