-14.8%
CTSH vs LOW
+8.3%
-23.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.1% | -3.1% |
| 7D | -5.5% | +0.4% | -5.8% | -5.6% |
| 30D | +4.5% | -10.1% | +14.6% | +9.5% |
| 3M | +13.7% | -2.9% | +16.6% | +14.9% |
| 6M | -8.4% | -19.4% | +11.0% | 0.0% |
| YTD | -26.5% | -15.4% | -11.1% | -21.9% |
| 1Y | -13.9% | -24.9% | +11.0% | -3.3% |
| 3Y | -11.3% | -7.8% | -3.5% | -12.2% |
| 5Y | -14.8% | +8.4% | -23.2% | -25.6% |
| All | -14.8% | +8.3% | -23.1% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling