+17.6%
CTSH vs P
+449.6%
-432.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -16.4% | +17.6% | +3.5% |
| 7D | +6.4% | -31.9% | +38.3% | +11.9% |
| 30D | +16.3% | -36.5% | +52.8% | +22.9% |
| 3M | +20.0% | +11.6% | +8.4% | +15.0% |
| 6M | +29.9% | +25.2% | +4.7% | +20.0% |
| YTD | -18.4% | +39.4% | -57.8% | -26.9% |
| 1Y | -8.9% | -3.7% | -5.2% | -13.8% |
| 3Y | +6.0% | +167.3% | -161.3% | -23.9% |
| 5Y | -9.3% | +237.3% | -246.6% | -39.8% |
| 10Y | +46.7% | +698.6% | -651.9% | -21.3% |
| All | +17.6% | +449.6% | -432.1% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling