+655.3%
CTSH vs MKTX
+1,445.7%
-790.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | +4.5% | +1.0% | +3.5% | +4.2% |
| 3M | +13.7% | +41.3% | -27.5% | +1.8% |
| 6M | -8.4% | -11.3% | +2.9% | -6.6% |
| YTD | -26.5% | -8.6% | -17.9% | -25.8% |
| 1Y | -13.9% | -11.1% | -2.9% | -12.8% |
| 3Y | -11.3% | -24.5% | +13.2% | -9.4% |
| 5Y | -14.8% | -61.4% | +46.6% | +2.8% |
| 10Y | +22.5% | +6.8% | +15.7% | +3.0% |
| All | +655.3% | +1,445.7% | -790.3% | +121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling