+22.2%
CTSH vs CRS
+1,392.1%
-1,369.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.1% |
| 7D | -3.7% | -6.8% | +3.1% | -2.4% |
| 30D | +3.7% | -16.1% | +19.8% | +7.2% |
| 3M | +17.9% | -21.2% | +39.1% | +22.4% |
| 6M | -2.6% | +8.7% | -11.3% | -6.4% |
| YTD | -26.4% | +41.0% | -67.4% | -33.8% |
| 1Y | -13.0% | +82.7% | -95.7% | -26.9% |
| 3Y | -11.2% | +604.8% | -616.0% | -48.2% |
| 5Y | -14.3% | +1,384.7% | -1,399.0% | -60.1% |
| All | +22.2% | +1,392.1% | -1,369.9% | -48.2% |
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