+34,247.0%
CTSH vs CP
+4,924.9%
+29,322.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.8% |
| 7D | -2.7% | -2.7% | 0.0% | -1.5% |
| 30D | +12.4% | +0.2% | +12.2% | +12.2% |
| 3M | +17.4% | +2.6% | +14.8% | +15.8% |
| 6M | -3.1% | +6.0% | -9.0% | -6.4% |
| YTD | -23.6% | +24.9% | -48.5% | -32.0% |
| 1Y | -10.8% | +20.1% | -30.9% | -19.3% |
| 3Y | -8.3% | +16.4% | -24.7% | -17.4% |
| 5Y | -11.3% | +31.7% | -43.1% | -25.8% |
| 10Y | +22.6% | +223.9% | -201.2% | -34.3% |
| All | +34,247.0% | +4,924.9% | +29,322.1% | +5,262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling