+35.8%
CTSH vs P
+713.7%
-678.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.3% | -3.3% |
| 7D | -0.6% | -23.8% | +23.2% | +3.0% |
| 30D | +13.4% | -36.6% | +50.0% | +20.2% |
| 3M | +14.4% | +10.9% | +3.6% | +9.6% |
| 6M | +27.7% | +30.0% | -2.3% | +16.8% |
| YTD | -20.6% | +44.4% | -65.0% | -29.6% |
| 1Y | -9.1% | +3.9% | -13.1% | -15.4% |
| 3Y | +3.1% | +176.6% | -173.5% | -28.2% |
| 5Y | -11.8% | +249.3% | -261.0% | -43.8% |
| All | +35.8% | +713.7% | -678.0% | -29.2% |
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