-7.7%
CTSH vs IT
-46.7%
+39.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.0% | -1.7% |
| 7D | -2.7% | -6.0% | +3.3% | -0.2% |
| 30D | +12.4% | 0.0% | +12.4% | +12.1% |
| 3M | +17.4% | +13.1% | +4.3% | +9.8% |
| 6M | -3.1% | +11.7% | -14.8% | -9.4% |
| YTD | -23.6% | -26.1% | +2.5% | -18.2% |
| 1Y | -10.8% | -21.3% | +10.4% | -7.1% |
| All | -7.7% | -46.7% | +39.0% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling