+37.8%
CTSH vs P
+748.5%
-710.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.3% | -8.0% | -2.6% |
| 7D | -2.3% | -9.6% | +7.3% | -1.2% |
| 30D | +7.4% | -33.4% | +40.9% | +13.0% |
| 3M | +10.9% | +14.2% | -3.3% | +5.8% |
| 6M | +24.7% | +31.6% | -6.9% | +14.0% |
| YTD | -22.0% | +53.5% | -75.5% | -31.5% |
| 1Y | -11.2% | +14.2% | -25.3% | -18.6% |
| 3Y | +3.9% | +190.5% | -186.7% | -28.2% |
| 5Y | -13.9% | +256.3% | -270.3% | -45.2% |
| 10Y | +37.8% | +707.9% | -670.1% | -28.5% |
| All | +37.8% | +748.5% | -710.7% | -28.5% |
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