-15.3%
CTSH vs P
+286.6%
-301.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.4% | -1.3% |
| 7D | -4.2% | +17.8% | -22.0% | -5.3% |
| 30D | +3.9% | -29.9% | +33.8% | +6.4% |
| 3M | +10.2% | -1.2% | +11.3% | +8.9% |
| 6M | +35.3% | +32.1% | +3.2% | +28.6% |
| YTD | -21.8% | +64.3% | -86.1% | -28.5% |
| 1Y | -12.1% | +24.3% | -36.4% | -17.3% |
| 3Y | +2.0% | +203.2% | -201.2% | -24.5% |
| 5Y | -15.3% | +290.4% | -305.7% | -42.5% |
| All | -15.3% | +286.6% | -301.9% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling