+378.1%
CTSH vs MSCI
+3,095.4%
-2,717.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.5% | -1.7% |
| 7D | -0.6% | +2.8% | -3.4% | -1.9% |
| 30D | +13.4% | +15.4% | -2.0% | +6.3% |
| 3M | +14.4% | +13.4% | +1.0% | +8.1% |
| 6M | +27.7% | +10.9% | +16.8% | +22.0% |
| YTD | -20.6% | +13.0% | -33.6% | -25.0% |
| 1Y | -9.1% | +12.0% | -21.2% | -13.8% |
| 3Y | +3.1% | +34.1% | -31.0% | -12.7% |
| 5Y | -11.8% | +3.9% | -15.7% | -19.0% |
| 10Y | +42.7% | +802.0% | -759.3% | -54.5% |
| All | +378.1% | +3,095.4% | -2,717.2% | -17.3% |
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