-16.7%
CTSH vs MTUM
+74.9%
-91.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.9% |
| 7D | -9.8% | +1.2% | -11.0% | -10.2% |
| 30D | +0.1% | -1.7% | +1.8% | +0.5% |
| 3M | +13.2% | -0.5% | +13.7% | +10.1% |
| 6M | -6.2% | +22.3% | -28.5% | -20.2% |
| YTD | -28.5% | +21.4% | -49.8% | -39.1% |
| 1Y | -13.8% | +20.0% | -33.8% | -26.2% |
| 3Y | -13.7% | +113.0% | -126.7% | -52.3% |
| 5Y | -16.7% | +77.3% | -94.0% | -48.2% |
| All | -16.7% | +74.9% | -91.6% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling