-16.2%
CTSH vs M
-3.3%
-12.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | -2.6% | +7.0% | -9.7% | -3.9% |
| 30D | +0.9% | +8.9% | -8.0% | -0.9% |
| 3M | +6.9% | +4.5% | +2.4% | +5.7% |
| 6M | +38.8% | +36.2% | +2.6% | +30.0% |
| YTD | -22.7% | +15.1% | -37.8% | -25.7% |
| 1Y | -12.4% | +27.4% | -39.9% | -17.4% |
| 3Y | +1.3% | +160.1% | -158.9% | -21.1% |
| All | -16.2% | -3.3% | -12.9% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling