+38.7%
CTSH vs O
+78.3%
-39.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +1.8% | +3.5% | -1.7% | +0.4% |
| 30D | +9.8% | +10.4% | -0.6% | +5.3% |
| 3M | +12.1% | -2.4% | +14.6% | +13.3% |
| 6M | +27.4% | -1.2% | +28.6% | +28.0% |
| YTD | -20.3% | +10.4% | -30.7% | -24.0% |
| 1Y | -8.8% | +11.4% | -20.2% | -13.5% |
| 3Y | +4.0% | +40.4% | -36.3% | -11.9% |
| 5Y | -12.2% | +12.1% | -24.3% | -18.4% |
| 10Y | +38.7% | +82.7% | -44.0% | +16.1% |
| All | +38.7% | +78.3% | -39.6% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling