+35,575.5%
CTSH vs M
+72.5%
+35,503.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -1.6% |
| 7D | -0.6% | -4.3% | +3.7% | +0.4% |
| 30D | +13.4% | +1.3% | +12.1% | +12.8% |
| 3M | +14.4% | -7.4% | +21.8% | +16.1% |
| 6M | +27.7% | +18.3% | +9.4% | +20.9% |
| YTD | -20.6% | +7.6% | -28.2% | -23.6% |
| 1Y | -9.1% | +17.4% | -26.5% | -14.6% |
| 3Y | +3.1% | +108.4% | -105.3% | -21.6% |
| 5Y | -11.8% | -10.6% | -1.2% | -22.0% |
| 10Y | +42.7% | -3.2% | +45.9% | -3.0% |
| All | +35,575.5% | +72.5% | +35,503.0% | +16,215.1% |
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 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