+35,729.8%
CTSH vs MAR
+3,698.1%
+32,031.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +0.9% |
| 7D | +1.8% | +2.9% | -1.0% | +0.5% |
| 30D | +9.8% | +17.0% | -7.3% | +1.7% |
| 3M | +12.1% | +23.2% | -11.0% | +1.2% |
| 6M | +27.4% | +21.7% | +5.7% | +15.1% |
| YTD | -20.3% | +38.9% | -59.1% | -32.9% |
| 1Y | -8.8% | +48.7% | -57.5% | -25.9% |
| 3Y | +4.0% | +122.9% | -118.9% | -31.6% |
| 5Y | -12.2% | +177.5% | -189.7% | -49.7% |
| 10Y | +38.7% | +537.5% | -498.8% | -54.5% |
| All | +35,729.8% | +3,698.1% | +32,031.7% | +4,367.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling