-12.1%
CTSH vs P
+247.4%
-259.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.3% | -3.0% |
| 7D | -0.6% | -23.8% | +23.2% | +1.2% |
| 30D | +13.4% | -36.6% | +50.0% | +16.9% |
| 3M | +14.4% | +10.9% | +3.6% | +11.2% |
| 6M | +27.7% | +30.0% | -2.3% | +20.5% |
| YTD | -20.6% | +44.4% | -65.0% | -26.7% |
| 1Y | -9.1% | +3.9% | -13.1% | -13.0% |
| 3Y | +3.1% | +176.6% | -173.5% | -23.7% |
| All | -12.1% | +247.4% | -259.4% | -39.5% |
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