-7.6%
CTSH vs MULL
+444.9%
-452.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -13.8% | +16.8% | +1.9% |
| 7D | -0.9% | -35.9% | +35.0% | -4.3% |
| 30D | +13.1% | -47.3% | +60.4% | +8.1% |
| 3M | +17.9% | -30.6% | +48.5% | +16.1% |
| 6M | +28.5% | +13.7% | +14.8% | +30.2% |
| YTD | -19.3% | +272.1% | -291.4% | -17.8% |
| 1Y | -7.6% | +475.1% | -482.7% | -6.7% |
| All | -7.6% | +444.9% | -452.5% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling