-11.2%
CTSH vs MKTX
-25.3%
+14.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +3.7% | +0.7% | +3.0% | +3.6% |
| 3M | +17.9% | +40.8% | -22.9% | +13.9% |
| 6M | -2.6% | -8.0% | +5.3% | -2.9% |
| YTD | -26.4% | -8.7% | -17.7% | -26.6% |
| 1Y | -13.0% | -11.8% | -1.2% | -13.1% |
| 3Y | -11.2% | -24.0% | +12.8% | -11.7% |
| All | -11.2% | -25.3% | +14.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling