-12.1%
CTSH vs O
+9.6%
-21.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | -4.2% | -0.4% | -3.8% | -4.1% |
| 30D | +3.9% | +8.3% | -4.3% | +2.4% |
| 3M | +10.2% | -4.0% | +14.2% | +10.3% |
| 6M | +35.3% | -2.6% | +37.9% | +35.9% |
| YTD | -21.8% | +9.9% | -31.7% | -22.0% |
| 1Y | -12.1% | +9.8% | -22.0% | -12.4% |
| All | -12.1% | +9.6% | -21.7% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling