+34,247.0%
CTSH vs LOW
+2,748.6%
+31,498.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.2% |
| 7D | -2.7% | -1.7% | -1.0% | -1.9% |
| 30D | +12.4% | -7.0% | +19.4% | +16.3% |
| 3M | +17.4% | -0.9% | +18.2% | +17.4% |
| 6M | -3.1% | -20.1% | +17.0% | +6.9% |
| YTD | -23.6% | -13.9% | -9.7% | -19.0% |
| 1Y | -10.8% | -21.1% | +10.3% | -1.7% |
| 3Y | -8.3% | -6.6% | -1.7% | -8.7% |
| 5Y | -11.3% | +9.4% | -20.7% | -19.6% |
| 10Y | +22.6% | +220.5% | -197.9% | -39.8% |
| All | +34,247.0% | +2,748.6% | +31,498.4% | +4,076.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling