+35,415.6%
CTSH vs CRS
+2,043.0%
+33,372.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.6% |
| 7D | -2.1% | +4.4% | -6.4% | -3.6% |
| 30D | +8.0% | -19.1% | +27.1% | +12.9% |
| 3M | +10.6% | -43.2% | +53.8% | +28.2% |
| 6M | +32.5% | -28.9% | +61.4% | +40.7% |
| YTD | -21.0% | -3.0% | -18.0% | -25.9% |
| 1Y | -9.9% | -5.3% | -4.6% | -15.0% |
| 3Y | +3.1% | +363.5% | -360.4% | -46.6% |
| 5Y | -13.4% | +858.2% | -871.6% | -67.2% |
| 10Y | +37.1% | +862.9% | -825.8% | -57.5% |
| All | +35,415.6% | +2,043.0% | +33,372.6% | +6,399.9% |
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