-9.8%
CTSH vs ONON
-5.0%
-4.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | -2.1% | -10.0% | +7.8% | -0.7% |
| 30D | +1.4% | -5.3% | +6.7% | +2.0% |
| 3M | +7.5% | +6.5% | +1.0% | +6.1% |
| 6M | +39.6% | -5.0% | +44.5% | +39.4% |
| YTD | -22.3% | -27.6% | +5.3% | -19.5% |
| 1Y | -12.0% | -20.7% | +8.7% | -10.1% |
| 3Y | +1.8% | +26.6% | -24.8% | -5.8% |
| 5Y | -15.8% | -9.6% | -6.2% | -25.3% |
| All | -9.8% | -5.0% | -4.8% | -19.7% |
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