+34,247.0%
CTSH vs MAR
+2,884.4%
+31,362.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | -2.7% | -4.2% | +1.4% | -0.7% |
| 30D | +12.4% | -6.7% | +19.0% | +16.0% |
| 3M | +17.4% | -12.5% | +29.9% | +24.6% |
| 6M | -3.1% | +0.6% | -3.6% | -4.3% |
| YTD | -23.6% | +9.1% | -32.7% | -27.7% |
| 1Y | -10.8% | +26.2% | -37.0% | -21.7% |
| 3Y | -8.3% | +68.2% | -76.4% | -31.0% |
| 5Y | -11.3% | +163.9% | -175.2% | -48.1% |
| 10Y | +22.6% | +420.6% | -397.9% | -55.7% |
| All | +34,247.0% | +2,884.4% | +31,362.6% | +4,716.9% |
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