+21.0%
CTSH vs IT
+88.4%
-67.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.1% |
| 7D | -8.2% | -9.1% | +0.9% | -4.4% |
| 30D | +0.4% | -12.2% | +12.6% | +5.9% |
| 3M | +10.6% | +7.8% | +2.8% | +5.6% |
| 6M | -8.8% | +2.0% | -10.8% | -11.3% |
| YTD | -28.6% | -32.7% | +4.1% | -18.2% |
| 1Y | -15.9% | -31.1% | +15.2% | -5.2% |
| 3Y | -13.9% | -52.1% | +38.2% | +9.2% |
| 5Y | -17.1% | -46.3% | +29.2% | -2.1% |
| 10Y | +21.0% | +91.4% | -70.3% | -15.5% |
| All | +21.0% | +88.4% | -67.4% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling