+18.5%
CTSH vs CTAS
+681.9%
-663.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.7% |
| 7D | -8.2% | +1.0% | -9.2% | -8.7% |
| 30D | +0.4% | -1.1% | +1.5% | +1.0% |
| 3M | +10.6% | +11.5% | -0.9% | +4.3% |
| 6M | -8.8% | +0.2% | -9.0% | -9.2% |
| YTD | -28.6% | +7.2% | -35.8% | -31.4% |
| 1Y | -15.9% | 0.0% | -15.9% | -16.4% |
| 3Y | -13.9% | +65.9% | -79.8% | -36.4% |
| 5Y | -17.1% | +109.6% | -126.7% | -46.7% |
| All | +18.5% | +681.9% | -663.4% | -56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling