+37.8%
CTSH vs M
+3.7%
+34.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.1% | -9.8% | -3.0% |
| 7D | -2.3% | +2.5% | -4.8% | -2.8% |
| 30D | +7.4% | +10.1% | -2.6% | +5.6% |
| 3M | +10.9% | -0.9% | +11.9% | +10.7% |
| 6M | +24.7% | +30.2% | -5.5% | +18.6% |
| YTD | -22.0% | +16.3% | -38.3% | -24.8% |
| 1Y | -11.2% | +27.0% | -38.1% | -15.6% |
| 3Y | +3.9% | +154.5% | -150.6% | -15.0% |
| 5Y | -13.9% | -1.1% | -12.9% | -21.4% |
| 10Y | +37.8% | +0.5% | +37.3% | -0.3% |
| All | +37.8% | +3.7% | +34.1% | -0.3% |
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