-14.8%
CTSH vs OMC
+32.6%
-47.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.0% |
| 7D | -5.5% | -5.8% | +0.3% | -3.0% |
| 30D | +4.5% | -4.8% | +9.3% | +6.8% |
| 3M | +13.7% | +9.2% | +4.5% | +9.3% |
| 6M | -8.4% | -2.5% | -5.9% | -7.7% |
| YTD | -26.5% | +2.6% | -29.1% | -27.7% |
| 1Y | -13.9% | +5.9% | -19.9% | -16.9% |
| 3Y | -11.3% | +14.2% | -25.5% | -19.1% |
| 5Y | -14.8% | +33.2% | -48.1% | -30.9% |
| All | -14.8% | +32.6% | -47.5% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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