+34,247.0%
CTSH vs CRS
+3,239.5%
+31,007.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.1% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +12.4% | -16.6% | +29.0% | +18.5% |
| 3M | +17.4% | -3.5% | +20.8% | +16.6% |
| 6M | -3.1% | +15.4% | -18.5% | -10.3% |
| YTD | -23.6% | +51.2% | -74.8% | -35.9% |
| 1Y | -10.8% | +98.3% | -109.1% | -32.6% |
| 3Y | -8.3% | +651.5% | -659.8% | -58.4% |
| 5Y | -11.3% | +1,411.1% | -1,422.4% | -70.2% |
| 10Y | +22.6% | +1,424.3% | -1,401.7% | -66.8% |
| All | +34,247.0% | +3,239.5% | +31,007.5% | +5,517.7% |
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