-12.1%
CTSH vs MAR
+155.0%
-167.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -0.6% | +4.3% | -4.9% | -2.4% |
| 30D | +13.4% | +16.8% | -3.4% | +6.0% |
| 3M | +14.4% | +16.0% | -1.6% | +7.1% |
| 6M | +27.7% | +16.5% | +11.3% | +18.9% |
| YTD | -20.6% | +35.0% | -55.7% | -31.3% |
| 1Y | -9.1% | +49.4% | -58.5% | -25.0% |
| 3Y | +3.1% | +124.1% | -121.0% | -30.1% |
| All | -12.1% | +155.0% | -167.1% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling