+38.7%
CTSH vs P
+691.2%
-652.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | +1.8% | -13.3% | +15.2% | +3.6% |
| 30D | +9.8% | -34.0% | +43.8% | +15.6% |
| 3M | +12.1% | +4.1% | +8.0% | +8.7% |
| 6M | +27.4% | +30.5% | -3.1% | +16.6% |
| YTD | -20.3% | +52.2% | -72.5% | -29.9% |
| 1Y | -8.8% | +10.3% | -19.1% | -15.9% |
| 3Y | +4.0% | +180.9% | -176.8% | -27.5% |
| 5Y | -12.2% | +259.7% | -271.9% | -44.2% |
| 10Y | +38.7% | +652.6% | -613.9% | -27.1% |
| All | +38.7% | +691.2% | -652.4% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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