+22.6%
CTSH vs M
-1.9%
+24.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -4.0% |
| 7D | -2.7% | +4.7% | -7.4% | -3.4% |
| 30D | +12.4% | -9.6% | +22.0% | +14.1% |
| 3M | +17.4% | +0.9% | +16.5% | +16.8% |
| 6M | -3.1% | +22.3% | -25.3% | -6.8% |
| YTD | -23.6% | +6.5% | -30.1% | -25.0% |
| 1Y | -10.8% | +38.8% | -49.6% | -16.3% |
| 3Y | -8.3% | +115.9% | -124.2% | -22.8% |
| 5Y | -11.3% | +28.6% | -40.0% | -22.1% |
| All | +22.6% | -1.9% | +24.5% | -13.1% |
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