-17.1%
CTSH vs CRS
+1,446.1%
-1,463.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.9% |
| 7D | -8.2% | -0.5% | -7.7% | -8.1% |
| 30D | +0.4% | -18.1% | +18.5% | +3.0% |
| 3M | +10.6% | -12.4% | +23.0% | +11.5% |
| 6M | -8.8% | +15.9% | -24.7% | -12.7% |
| YTD | -28.6% | +45.8% | -74.4% | -34.9% |
| 1Y | -15.9% | +87.8% | -103.7% | -27.6% |
| 3Y | -13.9% | +648.7% | -662.6% | -47.1% |
| 5Y | -17.1% | +1,416.6% | -1,433.7% | -58.5% |
| All | -17.1% | +1,446.1% | -1,463.2% | -58.5% |
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 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