+99.6%
CTSH vs INDA
+122.2%
-22.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -4.2% | +3.1% | -7.3% | -5.9% |
| 30D | +3.9% | +9.1% | -5.2% | -1.2% |
| 3M | +10.2% | +3.2% | +7.0% | +8.1% |
| 6M | +35.3% | +8.5% | +26.8% | +28.7% |
| YTD | -21.8% | -4.6% | -17.2% | -20.0% |
| 1Y | -12.1% | -5.5% | -6.6% | -9.7% |
| 3Y | +2.0% | +16.7% | -14.7% | -7.8% |
| 5Y | -15.3% | +9.0% | -24.3% | -20.5% |
| 10Y | +35.7% | +116.6% | -81.0% | -15.4% |
| All | +99.6% | +122.2% | -22.6% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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