-13.7%
CTSH vs OSCR
+398.9%
-412.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.1% |
| 7D | -9.8% | +1.1% | -10.8% | -9.8% |
| 30D | +0.1% | +16.5% | -16.4% | -0.4% |
| 3M | +13.2% | +17.0% | -3.8% | +12.5% |
| 6M | -6.2% | +145.0% | -151.2% | -8.9% |
| YTD | -28.5% | +126.7% | -155.2% | -30.5% |
| 1Y | -13.8% | +67.2% | -81.0% | -15.7% |
| All | -13.7% | +398.9% | -412.6% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling