-14.8%
CTSH vs MAR
+155.0%
-169.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -2.9% |
| 7D | -5.5% | -1.7% | -3.8% | -4.8% |
| 30D | +4.5% | -6.9% | +11.4% | +7.7% |
| 3M | +13.7% | -15.8% | +29.6% | +22.0% |
| 6M | -8.4% | +1.9% | -10.3% | -10.0% |
| YTD | -26.5% | +6.6% | -33.1% | -29.5% |
| 1Y | -13.9% | +23.7% | -37.6% | -23.0% |
| 3Y | -11.3% | +64.6% | -75.9% | -31.1% |
| 5Y | -14.8% | +156.4% | -171.2% | -47.4% |
| All | -14.8% | +155.0% | -169.9% | -47.4% |
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