+22.0%
CTSH vs P
+732.0%
-710.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -3.8% |
| 7D | -2.7% | +6.5% | -9.2% | -3.7% |
| 30D | +12.4% | +18.8% | -6.5% | +8.5% |
| 3M | +17.4% | +26.7% | -9.4% | +11.0% |
| 6M | -3.1% | +62.2% | -65.2% | -13.5% |
| YTD | -23.6% | +48.5% | -72.1% | -31.2% |
| 1Y | -10.8% | +26.4% | -37.2% | -18.8% |
| 3Y | -8.3% | +159.4% | -167.7% | -33.8% |
| 5Y | -11.3% | +275.8% | -287.1% | -43.3% |
| All | +22.0% | +732.0% | -710.0% | -38.3% |
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