-10.9%
CTSH vs CP
+32.0%
-43.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | -2.7% | -2.7% | 0.0% | -1.7% |
| 30D | +12.4% | +0.2% | +12.2% | +12.2% |
| 3M | +17.4% | +2.6% | +14.8% | +16.1% |
| 6M | -3.1% | +6.0% | -9.0% | -5.7% |
| YTD | -23.6% | +24.9% | -48.5% | -30.9% |
| 1Y | -10.8% | +20.1% | -30.9% | -18.2% |
| 3Y | -8.3% | +16.4% | -24.7% | -16.5% |
| All | -10.9% | +32.0% | -43.0% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling