-12.2%
CTSH vs KEY
+14.6%
-26.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +1.8% | +0.5% | +1.3% | +1.7% |
| 30D | +9.8% | +6.9% | +2.9% | +7.8% |
| 3M | +12.1% | -5.0% | +17.1% | +13.5% |
| 6M | +27.4% | +0.7% | +26.7% | +26.6% |
| YTD | -20.3% | +6.5% | -26.7% | -22.0% |
| 1Y | -8.8% | +22.6% | -31.4% | -14.2% |
| 3Y | +4.0% | +125.3% | -121.3% | -17.8% |
| 5Y | -12.2% | +13.9% | -26.1% | -14.2% |
| All | -12.2% | +14.6% | -26.8% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling