-23.9%
CTSH vs MULL
+2,481.0%
-2,504.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.8% | -3.9% |
| 7D | -5.5% | +14.0% | -19.5% | -5.2% |
| 30D | +4.5% | +24.8% | -20.3% | +5.1% |
| 3M | +13.7% | -16.1% | +29.8% | +14.0% |
| 6M | -8.4% | +330.9% | -339.3% | -14.4% |
| YTD | -26.5% | +545.0% | -571.5% | -33.8% |
| 1Y | -13.9% | +2,427.1% | -2,441.1% | -30.9% |
| All | -23.9% | +2,481.0% | -2,504.9% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling