+35,575.5%
CTSH vs KEY
+64.0%
+35,511.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.0% |
| 6M | +27.7% | -4.4% | +32.1% | +29.0% |
| YTD | -20.6% | +4.0% | -24.6% | -22.1% |
| 1Y | -9.1% | +23.4% | -32.5% | -15.5% |
| 3Y | +3.1% | +113.9% | -110.8% | -21.6% |
| 5Y | -11.8% | +12.3% | -24.1% | -21.8% |
| 10Y | +42.7% | +125.5% | -82.8% | -7.9% |
| All | +35,575.5% | +64.0% | +35,511.5% | +15,466.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling