+338.8%
CTSH vs MUB
+78.3%
+260.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | -0.6% | +0.7% | -1.3% | -1.0% |
| 30D | +13.4% | +4.4% | +9.0% | +10.6% |
| 3M | +14.4% | -0.2% | +14.6% | +14.5% |
| 6M | +27.7% | -0.6% | +28.3% | +28.1% |
| YTD | -20.6% | +0.3% | -21.0% | -20.8% |
| 1Y | -9.1% | +0.8% | -9.9% | -9.5% |
| 3Y | +3.1% | +12.0% | -8.9% | -3.5% |
| 5Y | -11.8% | +3.4% | -15.2% | -13.9% |
| 10Y | +42.7% | +20.7% | +22.0% | +32.7% |
| All | +338.8% | +78.3% | +260.5% | +242.5% |
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