-12.8%
CTSH vs OSCR
-11.8%
-1.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | -2.7% |
| 7D | -8.2% | +4.7% | -12.9% | -8.4% |
| 30D | +0.4% | +14.8% | -14.4% | -0.4% |
| 3M | +10.6% | +16.7% | -6.1% | +9.4% |
| 6M | -8.8% | +127.5% | -136.3% | -13.2% |
| YTD | -28.6% | +121.0% | -149.6% | -32.1% |
| 1Y | -15.9% | +58.4% | -74.3% | -18.9% |
| 3Y | -13.9% | +392.4% | -406.3% | -26.0% |
| 5Y | -17.1% | +80.5% | -97.6% | -30.5% |
| All | -12.8% | -11.8% | -1.0% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling