-12.1%
CTSH vs MUB
+3.5%
-15.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | -0.6% | +0.7% | -1.3% | -1.3% |
| 30D | +13.4% | +4.4% | +9.0% | +9.1% |
| 3M | +14.4% | -0.2% | +14.6% | +14.1% |
| 6M | +27.7% | -0.6% | +28.3% | +27.6% |
| YTD | -20.6% | +0.3% | -21.0% | -21.3% |
| 1Y | -9.1% | +0.8% | -9.9% | -10.2% |
| 3Y | +3.1% | +12.0% | -8.9% | -8.0% |
| All | -12.1% | +3.5% | -15.6% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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