+3.1%
CTSH vs CTAS
+75.4%
-72.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -1.9% |
| 7D | -0.6% | +1.2% | -1.8% | -1.1% |
| 30D | +13.4% | +12.8% | +0.6% | +7.2% |
| 3M | +14.4% | +10.3% | +4.1% | +9.1% |
| 6M | +27.7% | +32.0% | -4.3% | +12.2% |
| YTD | -20.6% | +19.1% | -39.7% | -27.1% |
| 1Y | -9.1% | +21.5% | -30.6% | -17.3% |
| 3Y | +3.1% | +76.0% | -73.0% | -19.1% |
| All | +3.1% | +75.4% | -72.3% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling