-10.8%
CTSH vs CTAS
-1.7%
-9.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.4% |
| 7D | -2.7% | -1.8% | -0.9% | -1.7% |
| 30D | +12.4% | -0.2% | +12.6% | +12.4% |
| 3M | +17.4% | +11.7% | +5.7% | +10.6% |
| 6M | -3.1% | +0.7% | -3.8% | -4.3% |
| YTD | -23.6% | +7.4% | -31.0% | -26.6% |
| 1Y | -10.8% | -2.1% | -8.7% | -12.6% |
| All | -10.8% | -1.7% | -9.1% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling