+32,929.6%
CTSH vs MCO
+4,666.3%
+28,263.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -2.6% |
| 7D | -5.5% | -2.7% | -2.8% | -4.1% |
| 30D | +4.5% | +0.9% | +3.6% | +4.1% |
| 3M | +13.7% | +8.7% | +5.1% | +9.3% |
| 6M | -8.4% | +2.4% | -10.8% | -9.2% |
| YTD | -26.5% | -5.2% | -21.3% | -24.5% |
| 1Y | -13.9% | -4.4% | -9.6% | -12.2% |
| 3Y | -11.3% | +45.1% | -56.5% | -27.0% |
| 5Y | -14.8% | +31.5% | -46.3% | -27.6% |
| 10Y | +22.5% | +380.7% | -358.2% | -45.0% |
| All | +32,929.6% | +4,666.3% | +28,263.3% | +3,054.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling