+3.9%
CTSH vs FIVE
+42.1%
-38.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.6% | -7.3% | -2.4% |
| 7D | -2.3% | +6.2% | -8.5% | -3.1% |
| 30D | +7.4% | +18.2% | -10.7% | +5.0% |
| 3M | +10.9% | +3.8% | +7.1% | +10.1% |
| 6M | +24.7% | +13.7% | +10.9% | +21.9% |
| YTD | -22.0% | +34.7% | -56.7% | -25.6% |
| 1Y | -11.2% | +66.6% | -77.8% | -17.5% |
| 3Y | +3.9% | +44.3% | -40.4% | -4.5% |
| All | +3.9% | +42.1% | -38.2% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling