+34,247.0%
CTSH vs M
+70.8%
+34,176.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -4.3% |
| 7D | -2.7% | +4.7% | -7.4% | -3.9% |
| 30D | +12.4% | -9.6% | +22.0% | +15.1% |
| 3M | +17.4% | +0.9% | +16.5% | +16.3% |
| 6M | -3.1% | +22.3% | -25.3% | -9.0% |
| YTD | -23.6% | +6.5% | -30.1% | -26.0% |
| 1Y | -10.8% | +38.8% | -49.6% | -19.6% |
| 3Y | -8.3% | +115.9% | -124.2% | -30.9% |
| 5Y | -11.3% | +28.6% | -40.0% | -29.5% |
| 10Y | +22.6% | -2.5% | +25.2% | -17.0% |
| All | +34,247.0% | +70.8% | +34,176.2% | +15,698.0% |
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