+37.1%
CTSH vs P
+686.0%
-648.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.5% |
| 7D | -2.1% | -4.7% | +2.7% | -1.7% |
| 30D | +8.0% | -31.4% | +39.4% | +13.1% |
| 3M | +10.6% | -2.6% | +13.2% | +8.6% |
| 6M | +32.5% | +21.9% | +10.6% | +23.3% |
| YTD | -21.0% | +58.9% | -79.9% | -31.0% |
| 1Y | -9.9% | +21.7% | -31.7% | -18.4% |
| 3Y | +3.1% | +193.3% | -190.2% | -28.6% |
| 5Y | -13.4% | +275.1% | -288.6% | -45.4% |
| 10Y | +37.1% | +655.3% | -618.2% | -27.6% |
| All | +37.1% | +686.0% | -648.8% | -27.6% |
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