+21.0%
CTSH vs MTB
+172.8%
-151.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -8.2% | +1.1% | -9.3% | -8.6% |
| 30D | +0.4% | -4.6% | +5.0% | +2.1% |
| 3M | +10.6% | +6.3% | +4.3% | +7.9% |
| 6M | -8.8% | +15.6% | -24.4% | -14.1% |
| YTD | -28.6% | +20.6% | -49.2% | -33.8% |
| 1Y | -15.9% | +22.5% | -38.5% | -22.6% |
| 3Y | -13.9% | +114.4% | -128.3% | -37.2% |
| 5Y | -17.1% | +101.9% | -119.0% | -39.9% |
| 10Y | +21.0% | +170.4% | -149.4% | -13.0% |
| All | +21.0% | +172.8% | -151.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling