-7.6%
CTSH vs MOD
-33.0%
+25.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -21.4% | +24.5% | -0.6% |
| 7D | -0.9% | -31.3% | +30.5% | -6.5% |
| 30D | +13.1% | -46.1% | +59.2% | +2.9% |
| 3M | +17.9% | -51.1% | +69.0% | +6.0% |
| 6M | +28.5% | -62.1% | +90.5% | +13.1% |
| YTD | -19.3% | -26.2% | +6.9% | -29.0% |
| 1Y | -7.6% | -32.6% | +24.9% | -18.5% |
| All | -7.6% | -33.0% | +25.4% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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