-12.1%
CTSH vs IR
+44.3%
-56.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.2% |
| 7D | -0.6% | +3.7% | -4.3% | -1.8% |
| 30D | +13.4% | +7.4% | +6.0% | +10.3% |
| 3M | +14.4% | -5.9% | +20.4% | +16.3% |
| 6M | +27.7% | +5.6% | +22.1% | +23.6% |
| YTD | -20.6% | +4.8% | -25.4% | -24.2% |
| 1Y | -9.1% | +6.9% | -16.1% | -14.0% |
| 3Y | +3.1% | +27.6% | -24.5% | -13.9% |
| All | -12.1% | +44.3% | -56.4% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 5y: compounded portfolio wealth divided by compounded IR 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…
5y analysis · Full analysis span regression · 6 months rolling