-7.3%
CTSH vs FIVE
+50.0%
-57.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.1% | -8.7% | -4.3% |
| 7D | -2.7% | +4.3% | -7.0% | -3.3% |
| 30D | +12.4% | +12.5% | -0.1% | +10.5% |
| 3M | +17.4% | +31.2% | -13.9% | +13.1% |
| 6M | -3.1% | +14.4% | -17.4% | -5.4% |
| YTD | -23.6% | +33.9% | -57.5% | -26.9% |
| 1Y | -10.8% | +65.1% | -75.9% | -17.1% |
| All | -7.3% | +50.0% | -57.4% | -15.9% |
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