-13.0%
CTSH vs MTUM
+21.2%
-34.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +3.5% |
| 7D | -3.7% | +0.7% | -4.4% | -3.4% |
| 30D | +3.7% | -2.4% | +6.1% | +2.7% |
| 3M | +17.9% | -3.6% | +21.6% | +17.3% |
| 6M | -2.6% | +23.7% | -26.3% | -4.9% |
| YTD | -26.4% | +22.9% | -49.3% | -27.9% |
| 1Y | -13.0% | +21.8% | -34.8% | -13.0% |
| All | -13.0% | +21.2% | -34.2% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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