-14.4%
CTSH vs OSCR
+96.8%
-111.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.8% |
| 6M | -2.6% | +144.6% | -147.2% | -8.0% |
| YTD | -26.4% | +128.0% | -154.4% | -30.3% |
| 1Y | -13.0% | +68.7% | -81.7% | -16.6% |
| 3Y | -11.2% | +398.8% | -410.0% | -24.7% |
| All | -14.4% | +96.8% | -111.3% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling