+34.8%
CTSH vs CRS
+790.4%
-755.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | -0.2% |
| 7D | -2.1% | +4.8% | -6.9% | -3.1% |
| 30D | +1.4% | -23.2% | +24.6% | +5.3% |
| 3M | +7.5% | -45.5% | +53.0% | +19.2% |
| 6M | +39.6% | -33.1% | +72.7% | +46.4% |
| YTD | -22.3% | -7.2% | -15.1% | -25.5% |
| 1Y | -12.0% | -10.0% | -1.9% | -15.1% |
| 3Y | +1.8% | +332.3% | -330.5% | -36.2% |
| 5Y | -15.8% | +801.9% | -817.7% | -58.3% |
| All | +34.8% | +790.4% | -755.6% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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