+159.2%
CTSH vs FIVE
+826.1%
-666.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.4% | +2.0% |
| 7D | +6.4% | -1.7% | +8.2% | +6.7% |
| 30D | +16.3% | +14.9% | +1.4% | +12.8% |
| 3M | +20.0% | +7.6% | +12.4% | +17.7% |
| 6M | +29.9% | +6.4% | +23.5% | +27.1% |
| YTD | -18.4% | +28.1% | -46.5% | -23.5% |
| 1Y | -8.9% | +54.7% | -63.6% | -18.0% |
| 3Y | +6.0% | +36.1% | -30.1% | -7.1% |
| 5Y | -9.3% | +14.9% | -24.2% | -19.9% |
| 10Y | +46.7% | +578.8% | -532.1% | -9.7% |
| All | +159.2% | +826.1% | -666.9% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling