-14.8%
CTSH vs IT
-44.6%
+29.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.4% | +3.6% | -0.6% |
| 7D | -5.5% | -9.1% | +3.7% | -1.5% |
| 30D | +4.5% | -7.0% | +11.5% | +7.6% |
| 3M | +13.7% | +7.6% | +6.1% | +8.5% |
| 6M | -8.4% | +2.1% | -10.5% | -11.2% |
| YTD | -26.5% | -31.6% | +5.1% | -16.9% |
| 1Y | -13.9% | -29.9% | +16.0% | -4.3% |
| 3Y | -11.3% | -51.3% | +39.9% | +11.0% |
| 5Y | -14.8% | -44.8% | +29.9% | -3.6% |
| All | -14.8% | -44.6% | +29.7% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling