-10.1%
CTSH vs OSCR
-9.0%
-1.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | -3.7% | +1.6% | -5.3% | -3.8% |
| 30D | +3.7% | +10.7% | -7.0% | +3.1% |
| 3M | +17.9% | +13.4% | +4.6% | +16.9% |
| 6M | -2.6% | +144.6% | -147.2% | -7.7% |
| YTD | -26.4% | +128.0% | -154.4% | -30.1% |
| 1Y | -13.0% | +68.7% | -81.7% | -16.4% |
| 3Y | -11.2% | +398.8% | -410.0% | -23.8% |
| 5Y | -14.3% | +87.3% | -101.5% | -28.3% |
| All | -10.1% | -9.0% | -1.1% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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