-11.3%
CTSH vs CRS
+653.3%
-664.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.5% | -0.3% | -3.7% |
| 7D | -5.5% | -3.1% | -2.4% | -5.3% |
| 30D | +4.5% | -19.6% | +24.1% | +5.6% |
| 3M | +13.7% | -8.1% | +21.8% | +13.1% |
| 6M | -8.4% | +18.6% | -27.0% | -11.4% |
| YTD | -26.5% | +45.9% | -72.4% | -30.8% |
| 1Y | -13.9% | +82.5% | -96.4% | -21.9% |
| 3Y | -11.3% | +648.9% | -660.2% | -31.5% |
| All | -11.3% | +653.3% | -664.6% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling