-11.2%
CTSH vs ONON
-20.9%
+9.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.4% |
| 7D | -2.7% | -3.0% | +0.3% | -2.3% |
| 30D | +12.4% | -26.7% | +39.1% | +17.1% |
| 3M | +17.4% | -25.3% | +42.7% | +21.8% |
| 6M | -3.1% | -35.3% | +32.2% | +2.4% |
| YTD | -23.6% | -39.8% | +16.2% | -18.4% |
| 1Y | -10.8% | -39.2% | +28.4% | -5.3% |
| 3Y | -8.3% | -4.2% | -4.1% | -11.5% |
| All | -11.2% | -20.9% | +9.7% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling