+38.7%
CTSH vs M
-3.0%
+41.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +1.8% | +5.0% | -3.2% | +0.9% |
| 30D | +9.8% | +10.6% | -0.8% | +7.8% |
| 3M | +12.1% | +1.6% | +10.5% | +11.5% |
| 6M | +27.4% | +30.8% | -3.4% | +21.1% |
| YTD | -20.3% | +16.9% | -37.2% | -23.2% |
| 1Y | -8.8% | +26.3% | -35.1% | -13.3% |
| 3Y | +4.0% | +158.6% | -154.6% | -15.1% |
| 5Y | -12.2% | +2.1% | -14.3% | -20.2% |
| 10Y | +38.7% | -4.3% | +43.1% | -1.5% |
| All | +38.7% | -3.0% | +41.8% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling