+35,575.5%
CTSH vs MAR
+3,593.5%
+31,981.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -0.6% | +4.3% | -4.9% | -2.7% |
| 30D | +13.4% | +16.8% | -3.4% | +5.2% |
| 3M | +14.4% | +16.0% | -1.6% | +6.2% |
| 6M | +27.7% | +16.5% | +11.3% | +17.8% |
| YTD | -20.6% | +35.0% | -55.7% | -32.3% |
| 1Y | -9.1% | +49.4% | -58.5% | -26.3% |
| 3Y | +3.1% | +124.1% | -121.0% | -32.5% |
| 5Y | -11.8% | +159.2% | -170.9% | -47.8% |
| 10Y | +42.7% | +553.9% | -511.2% | -53.9% |
| All | +35,575.5% | +3,593.5% | +31,981.9% | +4,408.5% |
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