+35.8%
CTSH vs KEY
+120.9%
-85.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -0.6% | -1.3% | +0.7% | -0.2% |
| 30D | +13.4% | +5.1% | +8.3% | +11.6% |
| 3M | +14.4% | -7.1% | +21.5% | +16.9% |
| 6M | +27.7% | -4.4% | +32.1% | +28.9% |
| YTD | -20.6% | +4.0% | -24.6% | -22.0% |
| 1Y | -9.1% | +23.4% | -32.5% | -15.4% |
| 3Y | +3.1% | +113.9% | -110.8% | -21.1% |
| 5Y | -11.8% | +12.3% | -24.1% | -20.1% |
| All | +35.8% | +120.9% | -85.2% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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