+35,415.6%
CTSH vs OMC
+600.5%
+34,815.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | +1.6% | -3.6% | -2.9% |
| 30D | +8.0% | +15.3% | -7.4% | -0.5% |
| 3M | +10.6% | +4.5% | +6.1% | +7.8% |
| 6M | +32.5% | +20.8% | +11.8% | +19.1% |
| YTD | -21.0% | +13.5% | -34.5% | -27.3% |
| 1Y | -9.9% | +25.2% | -35.2% | -21.8% |
| 3Y | +3.1% | +30.5% | -27.3% | -15.1% |
| 5Y | -13.4% | +52.7% | -66.1% | -37.0% |
| 10Y | +37.1% | +55.2% | -18.1% | -9.2% |
| All | +35,415.6% | +600.5% | +34,815.1% | +8,172.8% |
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