-16.9%
CTSH vs ONON
-24.2%
+7.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -9.8% | -5.3% | -4.5% | -9.0% |
| 30D | +0.1% | -13.1% | +13.2% | +2.2% |
| 3M | +13.2% | -29.3% | +42.6% | +18.5% |
| 6M | -6.2% | -34.5% | +28.3% | -1.0% |
| YTD | -28.5% | -42.2% | +13.8% | -23.1% |
| 1Y | -13.8% | -37.3% | +23.6% | -8.8% |
| 3Y | -13.7% | -9.3% | -4.4% | -16.0% |
| All | -16.9% | -24.2% | +7.2% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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