+36,578.7%
CTSH vs M
+80.8%
+36,497.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.9% | +7.0% | +2.6% |
| 7D | +6.4% | -2.1% | +8.6% | +6.9% |
| 30D | +16.3% | +7.7% | +8.6% | +13.9% |
| 3M | +20.0% | -4.4% | +24.4% | +20.8% |
| 6M | +29.9% | +27.5% | +2.4% | +20.7% |
| YTD | -18.4% | +12.8% | -31.1% | -22.3% |
| 1Y | -8.9% | +20.7% | -29.6% | -14.9% |
| 3Y | +6.0% | +111.3% | -105.3% | -19.7% |
| 5Y | -9.3% | -6.3% | -3.0% | -20.7% |
| 10Y | +46.7% | +1.5% | +45.2% | -1.5% |
| All | +36,578.7% | +80.8% | +36,497.9% | +16,477.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling