-10.8%
CTSH vs LOW
-20.7%
+9.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.9% |
| 7D | -2.7% | -1.7% | -1.0% | -2.3% |
| 30D | +12.4% | -7.0% | +19.4% | +14.3% |
| 3M | +17.4% | -0.9% | +18.2% | +17.9% |
| 6M | -3.1% | -20.1% | +17.0% | +1.7% |
| YTD | -23.6% | -13.9% | -9.7% | -21.0% |
| 1Y | -10.8% | -21.1% | +10.3% | -7.5% |
| All | -10.8% | -20.7% | +9.9% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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