-12.0%
CTSH vs P
+23.6%
-35.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.9% |
| 7D | -2.1% | +11.6% | -13.8% | -0.9% |
| 30D | +1.4% | -23.7% | +25.1% | -0.7% |
| 3M | +7.5% | -8.0% | +15.4% | +7.2% |
| 6M | +39.6% | +27.9% | +11.7% | +43.5% |
| YTD | -22.3% | +61.2% | -83.5% | -19.7% |
| 1Y | -12.0% | +28.6% | -40.6% | -9.3% |
| All | -12.0% | +23.6% | -35.6% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling