-14.8%
CTSH vs MDY
+47.1%
-62.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.2% | -3.3% |
| 7D | -5.5% | +1.0% | -6.5% | -6.2% |
| 30D | +4.5% | -3.1% | +7.6% | +7.0% |
| 3M | +13.7% | +1.8% | +11.9% | +11.4% |
| 6M | -8.4% | +10.8% | -19.2% | -16.7% |
| YTD | -26.5% | +14.4% | -40.9% | -34.9% |
| 1Y | -13.9% | +15.2% | -29.1% | -24.2% |
| 3Y | -11.3% | +51.2% | -62.5% | -38.8% |
| 5Y | -14.8% | +47.2% | -62.1% | -40.0% |
| All | -14.8% | +47.1% | -62.0% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling