-12.0%
CTSH vs FIVE
+62.4%
-74.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -2.1% | +2.7% | -4.8% | -2.6% |
| 30D | +1.4% | +12.7% | -11.3% | -1.0% |
| 3M | +7.5% | +2.1% | +5.4% | +6.5% |
| 6M | +39.6% | +17.5% | +22.1% | +33.9% |
| YTD | -22.3% | +31.0% | -53.3% | -29.3% |
| 1Y | -12.0% | +67.7% | -79.7% | -28.4% |
| All | -12.0% | +62.4% | -74.4% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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