-14.8%
CTSH vs MUB
+2.2%
-17.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -5.5% | -0.3% | -5.2% | -5.3% |
| 30D | +4.5% | -1.5% | +6.1% | +5.8% |
| 3M | +13.7% | -1.9% | +15.7% | +15.3% |
| 6M | -8.4% | -1.7% | -6.7% | -7.3% |
| YTD | -26.5% | -0.8% | -25.7% | -26.1% |
| 1Y | -13.9% | +1.5% | -15.4% | -15.1% |
| 3Y | -11.3% | +8.8% | -20.1% | -18.3% |
| 5Y | -14.8% | +2.0% | -16.8% | -26.3% |
| All | -14.8% | +2.2% | -17.1% | -26.3% |
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