-7.6%
CTSH vs MCO
+9.9%
-17.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.8% | -0.6% |
| 7D | -0.9% | +10.7% | -11.6% | -8.4% |
| 30D | +13.1% | +17.9% | -4.8% | -0.2% |
| 3M | +17.9% | +9.5% | +8.4% | +10.0% |
| 6M | +28.5% | +18.1% | +10.4% | +13.0% |
| YTD | -19.3% | +4.1% | -23.4% | -20.4% |
| 1Y | -7.6% | +9.3% | -16.9% | -11.5% |
| All | -7.6% | +9.9% | -17.5% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling