-12.4%
CTSH vs MTB
+21.0%
-33.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -2.6% | +1.5% | -4.2% | -3.2% |
| 30D | +0.9% | +2.3% | -1.5% | -0.2% |
| 3M | +6.9% | -12.1% | +19.0% | +12.4% |
| 6M | +38.8% | +9.8% | +29.0% | +30.2% |
| YTD | -22.7% | +12.0% | -34.7% | -28.4% |
| 1Y | -12.4% | +22.0% | -34.4% | -24.5% |
| All | -12.4% | +21.0% | -33.4% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling