-10.9%
CTSH vs OVV
+160.2%
-171.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.3% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | +12.4% | +11.7% | +0.6% | +10.3% |
| 3M | +17.4% | +9.8% | +7.6% | +15.4% |
| 6M | -3.1% | +26.6% | -29.6% | -7.2% |
| YTD | -23.6% | +67.0% | -90.6% | -30.3% |
| 1Y | -10.8% | +55.9% | -66.7% | -18.0% |
| 3Y | -8.3% | +45.5% | -53.8% | -16.8% |
| All | -10.9% | +160.2% | -171.1% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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