+34,813.6%
CTSH vs CRS
+1,949.6%
+32,864.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | +0.2% |
| 7D | -2.1% | +4.8% | -6.9% | -3.8% |
| 30D | +1.4% | -23.2% | +24.6% | +7.6% |
| 3M | +7.5% | -45.5% | +53.0% | +26.1% |
| 6M | +39.6% | -33.1% | +72.7% | +51.0% |
| YTD | -22.3% | -7.2% | -15.1% | -26.2% |
| 1Y | -12.0% | -10.0% | -1.9% | -15.7% |
| 3Y | +1.8% | +332.3% | -330.5% | -46.1% |
| 5Y | -15.8% | +801.9% | -817.7% | -67.5% |
| 10Y | +34.8% | +820.9% | -786.1% | -57.6% |
| All | +34,813.6% | +1,949.6% | +32,864.0% | +6,375.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling