-13.4%
CTSH vs MSCI
+8.1%
-21.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | -2.1% | -1.9% | -0.2% | -1.3% |
| 30D | +8.0% | +16.5% | -8.5% | +1.4% |
| 3M | +10.6% | +18.2% | -7.6% | +3.3% |
| 6M | +32.5% | +14.0% | +18.5% | +25.6% |
| YTD | -21.0% | +16.6% | -37.6% | -25.7% |
| 1Y | -9.9% | +14.8% | -24.7% | -14.9% |
| 3Y | +3.1% | +33.3% | -30.1% | -10.2% |
| 5Y | -13.4% | +9.1% | -22.5% | -21.2% |
| All | -13.4% | +8.1% | -21.6% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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