+3.1%
CTSH vs CP
+26.5%
-23.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.2% |
| 7D | -0.6% | +2.8% | -3.4% | -1.4% |
| 30D | +13.4% | +10.2% | +3.2% | +10.3% |
| 3M | +14.4% | +2.4% | +12.1% | +13.6% |
| 6M | +27.7% | +7.7% | +20.1% | +25.0% |
| YTD | -20.6% | +26.0% | -46.6% | -26.7% |
| 1Y | -9.1% | +34.6% | -43.8% | -18.0% |
| 3Y | +3.1% | +26.7% | -23.6% | -6.1% |
| All | +3.1% | +26.5% | -23.4% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling