-13.4%
CTSH vs CRS
+864.2%
-877.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.1% |
| 7D | -2.1% | +4.4% | -6.4% | -2.5% |
| 30D | +8.0% | -19.1% | +27.1% | +9.9% |
| 3M | +10.6% | -43.2% | +53.8% | +17.5% |
| 6M | +32.5% | -28.9% | +61.4% | +34.6% |
| YTD | -21.0% | -3.0% | -18.0% | -24.9% |
| 1Y | -9.9% | -5.3% | -4.6% | -14.1% |
| 3Y | +3.1% | +363.5% | -360.4% | -32.7% |
| 5Y | -13.4% | +858.2% | -871.6% | -53.4% |
| All | -13.4% | +864.2% | -877.6% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling