-9.9%
CTSH vs KMX
+60.9%
-70.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.1% | -2.3% | +0.2% | -1.7% |
| 30D | +8.0% | +6.3% | +1.6% | +6.6% |
| 3M | +10.6% | -7.4% | +18.0% | +11.6% |
| 6M | +32.5% | +37.9% | -5.4% | +21.7% |
| YTD | -21.0% | +39.5% | -60.4% | -28.8% |
| 1Y | -9.9% | +57.9% | -67.8% | -23.4% |
| All | -9.9% | +60.9% | -70.8% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling