-8.8%
CTSH vs CP
+32.8%
-41.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +1.8% | +2.8% | -1.0% | +1.2% |
| 30D | +9.8% | +11.0% | -1.2% | +7.5% |
| 3M | +12.1% | +3.8% | +8.3% | +11.0% |
| 6M | +27.4% | +9.5% | +17.9% | +25.8% |
| YTD | -20.3% | +28.2% | -48.5% | -24.8% |
| 1Y | -8.8% | +33.0% | -41.8% | -16.4% |
| All | -8.8% | +32.8% | -41.6% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling