-7.7%
CTSH vs ONTO
+104.0%
-111.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.2% | -9.8% | -3.6% |
| 7D | -2.7% | -1.0% | -1.7% | -2.7% |
| 30D | +12.4% | -2.9% | +15.3% | +12.2% |
| 3M | +17.4% | -2.5% | +19.8% | +16.2% |
| 6M | -3.1% | +28.2% | -31.3% | -6.8% |
| YTD | -23.6% | +69.8% | -93.3% | -28.9% |
| 1Y | -10.8% | +162.9% | -173.7% | -21.2% |
| All | -7.7% | +104.0% | -111.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 3y: compounded portfolio wealth divided by compounded ONTO 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…
3y analysis · Full analysis span regression · 6 months rolling