+34,247.0%
CTSH vs OMC
+544.5%
+33,702.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -2.2% |
| 7D | -2.7% | -6.4% | +3.7% | +0.8% |
| 30D | +12.4% | +1.1% | +11.2% | +11.6% |
| 3M | +17.4% | +10.4% | +7.0% | +11.0% |
| 6M | -3.1% | -1.7% | -1.4% | -2.4% |
| YTD | -23.6% | +4.4% | -28.0% | -26.3% |
| 1Y | -10.8% | +8.4% | -19.3% | -16.5% |
| 3Y | -8.3% | +14.4% | -22.7% | -18.9% |
| 5Y | -11.3% | +33.9% | -45.2% | -30.6% |
| 10Y | +22.6% | +34.9% | -12.2% | -12.1% |
| All | +34,247.0% | +544.5% | +33,702.5% | +8,284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling