-9.3%
CTSH vs MOD
+720.4%
-729.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.4% | +1.4% |
| 7D | +6.4% | -34.2% | +40.6% | +8.1% |
| 30D | +16.3% | -51.9% | +68.2% | +19.8% |
| 3M | +20.0% | -53.0% | +73.0% | +23.5% |
| 6M | +29.9% | -66.4% | +96.3% | +35.4% |
| YTD | -18.4% | -31.5% | +13.2% | -22.3% |
| 1Y | -8.9% | -39.6% | +30.7% | -12.3% |
| 3Y | +6.0% | +116.8% | -110.8% | -22.1% |
| 5Y | -9.3% | +713.8% | -723.1% | -49.1% |
| All | -9.3% | +720.4% | -729.7% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling