+1.8%
CTSH vs M
+158.0%
-156.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -0.9% |
| 7D | -2.1% | +7.0% | -9.2% | -3.2% |
| 30D | +1.4% | +8.9% | -7.5% | -0.1% |
| 3M | +7.5% | +4.5% | +3.0% | +6.4% |
| 6M | +39.6% | +36.2% | +3.4% | +31.9% |
| YTD | -22.3% | +15.1% | -37.4% | -24.8% |
| 1Y | -12.0% | +27.4% | -39.4% | -16.3% |
| 3Y | +1.8% | +160.1% | -158.3% | -14.8% |
| All | +1.8% | +158.0% | -156.2% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling