-11.3%
CTSH vs LOW
-8.4%
-2.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.1% | -3.2% |
| 7D | -5.5% | +0.4% | -5.8% | -5.6% |
| 30D | +4.5% | -10.1% | +14.6% | +8.2% |
| 3M | +13.7% | -2.9% | +16.6% | +14.7% |
| 6M | -8.4% | -19.4% | +11.0% | -2.0% |
| YTD | -26.5% | -15.4% | -11.1% | -23.0% |
| 1Y | -13.9% | -24.9% | +11.0% | -5.8% |
| 3Y | -11.3% | -7.8% | -3.5% | -14.0% |
| All | -11.3% | -8.4% | -2.9% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling