-7.7%
CTSH vs MAR
+71.3%
-79.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | -2.7% | -4.2% | +1.4% | -1.0% |
| 30D | +12.4% | -6.7% | +19.0% | +15.5% |
| 3M | +17.4% | -12.5% | +29.9% | +23.7% |
| 6M | -3.1% | +0.6% | -3.6% | -4.4% |
| YTD | -23.6% | +9.1% | -32.7% | -27.6% |
| 1Y | -10.8% | +26.2% | -37.0% | -21.5% |
| All | -7.7% | +71.3% | -79.0% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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