+18.7%
CTSH vs CTAS
+675.6%
-656.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -9.8% | -1.3% | -8.5% | -9.1% |
| 30D | +0.1% | -3.1% | +3.2% | +1.8% |
| 3M | +13.2% | +10.3% | +2.9% | +7.4% |
| 6M | -6.2% | +1.6% | -7.8% | -7.4% |
| YTD | -28.5% | +6.3% | -34.8% | -31.0% |
| 1Y | -13.8% | -0.5% | -13.3% | -14.0% |
| 3Y | -13.7% | +64.6% | -78.3% | -36.0% |
| 5Y | -16.7% | +106.0% | -122.7% | -45.9% |
| All | +18.7% | +675.6% | -656.9% | -55.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling