+322.5%
CTSH vs MUB
+76.3%
+246.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | -0.9% | -1.8% | -2.2% |
| 30D | +12.4% | -1.4% | +13.8% | +13.3% |
| 3M | +17.4% | -2.2% | +19.5% | +18.8% |
| 6M | -3.1% | -1.9% | -1.2% | -2.0% |
| YTD | -23.6% | -0.8% | -22.8% | -23.2% |
| 1Y | -10.8% | +2.7% | -13.6% | -12.2% |
| 3Y | -8.3% | +8.6% | -16.9% | -12.6% |
| 5Y | -11.3% | +2.0% | -13.4% | -12.8% |
| 10Y | +22.6% | +17.9% | +4.7% | +14.9% |
| All | +322.5% | +76.3% | +246.2% | +231.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling