+360.3%
CTSH vs MSCI
+2,756.4%
-2,396.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -2.7% | +0.4% | -3.1% | -2.9% |
| 30D | +12.4% | +0.6% | +11.8% | +12.1% |
| 3M | +17.4% | -7.1% | +24.4% | +21.2% |
| 6M | -3.1% | +0.8% | -3.9% | -3.4% |
| YTD | -23.6% | +1.0% | -24.6% | -24.0% |
| 1Y | -10.8% | +4.3% | -15.1% | -13.1% |
| 3Y | -8.3% | +9.9% | -18.2% | -15.2% |
| 5Y | -11.3% | -6.8% | -4.6% | -14.8% |
| 10Y | +22.6% | +614.7% | -592.0% | -56.6% |
| All | +360.3% | +2,756.4% | -2,396.1% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling